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A note on Poisson approximation of rescaled set-indexed empirical processes

✍ Scribed by I.S Borisov

Publisher
Elsevier Science
Year
2000
Tongue
English
Weight
65 KB
Volume
46
Category
Article
ISSN
0167-7152

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✦ Synopsis

The total variation distance is estimated between distributions of the so-called rescaled empirical process and a Poisson point process which are indexed by the all Borel subsets of a bounded Borel set in R k :

πŸ“œ SIMILAR VOLUMES

Weak approximation of the Wiener process
Weak approximation of the Wiener process from a Poisson process: the multidimensional parameter set case
✍ Xavier Bardina; Maria Jolis; Carles Rovira πŸ“‚ Article πŸ“… 2000 πŸ› Elsevier Science 🌐 English βš– 137 KB

We give an approximation in law of the d-parameter Wiener process by processes constructed from a Poisson process with parameter in R d . This approximation is an extension of previous results of Stroock (1982, Topics in Stochastic Di erential Equations, Springer, Berlin) and Bardina and Jolis (2000