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arxiv: 0707.0445 · v1 · submitted 2007-07-03 · 🧮 math.PR

Rubinstein distance on configurations spaces

classification 🧮 math.PR
keywords configurationsdistancemethodpoissonprocessrubinsteinabsolutelyapplication
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By a method inspired of the Stein's method, we derive an upper-bound of the Rubinstein distance between two absolutely continuous probability measures on configurations space. As an application, we show that the best way to approximate a Modulated Poisson Process (see below for the definition) by a Poisson process is to equate their intensity.

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