Stein’s method and Poisson process approximation for a class of Wasserstein metrics
Schuhmacher, Dominic
Bernoulli, Tome 15 (2009) no. 1, p. 550-568 / Harvested from Project Euclid
Based on Stein’s method, we derive upper bounds for Poisson process approximation in the L1-Wasserstein metric d2(p), which is based on a slightly adapted Lp-Wasserstein metric between point measures. For the case p=1, this construction yields the metric d2 introduced in [Barbour and Brown Stochastic Process. Appl. 43 (1992) 9–31], for which Poisson process approximation is well studied in the literature. We demonstrate the usefulness of the extension to general p by showing that d2(p)-bounds control differences between expectations of certain pth order average statistics of point processes. To illustrate the bounds obtained for Poisson process approximation, we consider the structure of 2-runs and the hard core model as concrete examples.
Publié le : 2009-05-15
Classification:  Barbour-Brown metric,  distributional approximation,  L_p-Wasserstein metric,  Poisson point process,  Stein’s method
@article{1241444902,
     author = {Schuhmacher, Dominic},
     title = {Stein's method and Poisson process approximation for a class of Wasserstein metrics},
     journal = {Bernoulli},
     volume = {15},
     number = {1},
     year = {2009},
     pages = { 550-568},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1241444902}
}
Schuhmacher, Dominic. Stein’s method and Poisson process approximation for a class of Wasserstein metrics. Bernoulli, Tome 15 (2009) no. 1, pp.  550-568. http://gdmltest.u-ga.fr/item/1241444902/