Skip to main content
Log in

Coupling methods in connection with Poisson process approximation

  • Published:
Zeitschrift für Operations Research Aims and scope Submit manuscript

Abstract

Motivated by a simple probabilistic model for the radioactive decay, we show thatSerfling's [1978] approach to Poisson approximation using coupling techniques can in a natural way also be applied to Poisson process approximation. This provides at the same time uniform estimations for the deviation of a Markov-Bernoulli process from the approximating Poisson process with respect to the total variation distance. An application to quasirandom input queuing models is also given.

This is a preview of subscription content, log in via an institution to check access.

Access this article

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Similar content being viewed by others

References

  • Geiger, H., andE. Rutherford: The probability variations in the distribution of α particles. (With a note by H. Bateman). Phil Mag.6, 20, 1910, 698–707.

    Google Scholar 

  • Çinlar, E.: Introduction to Stochastic Processes. Prentice-Hall Inc. Englewood Cliffs, N.J. 1975.

    Google Scholar 

  • Cooper, R.B.: Introduction to Queuing Theory. Macmillan, N.Y. 1972.

    Google Scholar 

  • Deheuvels, P., andD. Pfeifer: A semi-group approach to Poisson approximation. To appear in: Ann. Prob., 1985.

  • Ross, S.M.: Stochastic Processes. Wiley, N.Y. 1983.

    Google Scholar 

  • Serfling, R.J.: A general Poisson approximation theorem. Ann. Prob.3, 1975, 726–731.

    Google Scholar 

  • —: Some elementary results on Poisson approximation in a sequence of Bernoulli trials. SIAM Review20, 1978, 567–579.

    Google Scholar 

  • Strassen, V.: The existence of probability measures with given margnials. Ann. Math. Statist.36, 1965, 423–439.

    Google Scholar 

  • Weise, L.: Statistische Auswertung von Kernstrahlungsmessungen. R. Oldenbourg, München 1971.

    Google Scholar 

  • WichmAnn. E.H.: Quantum Physics. Berkeley Physics Course, Vol. 4. McGraw-Hill, N.Y. 1971.

    Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Rights and permissions

Reprints and permissions

About this article

Cite this article

Pfeifer, D. Coupling methods in connection with Poisson process approximation. Zeitschrift für Operations Research 29, 217–223 (1985). https://doi.org/10.1007/BF01920310

Download citation

  • Revised:

  • Issue Date:

  • DOI: https://doi.org/10.1007/BF01920310

Keywords

Navigation