Abstract

This article gives an upper bound for a Wasserstein distance between the distribution of a simple point process and that of a Poisson process on the positive half line. The bound is partly expressed in terms of their compensators, and partly in terms of the expected future effect of having a point at a given time. The argument is based on Stein's method, together with a martingale approach. Some examples are provided, which illustrate the computation of the upper bound and demonstrate its accuracy

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