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arXiv 0707.0445math.PR
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构形空间上的Rubinstein距离

Rubinstein distance on configurations spaces

Laurent Decreusefond, Nicolas Savy

摘要:

利用Stein方法的启发,得到了构形空间上两个绝对连续概率测度之间Rubinstein距离的一个上界.作为一个应用,我们表明,最好的方法来近似调制泊松过程(见下文的定义)的泊松过程是等同于它们的强度。

英文摘要:

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.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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