Journal article

A NEW METRIC BETWEEN DISTRIBUTIONS OF POINT PROCESSES

Dominic Schuhmacher, Aihua Xia

ADVANCES IN APPLIED PROBABILITY | APPLIED PROBABILITY TRUST | Published : 2008

Abstract

Most metrics between finite point measures currently used in the literature have the flaw that they do not treat differing total masses in an adequate manner for applications. This paper introduces a new metric d̄1 that combines positional differences of points under a closest match with the relative difference in total mass in a way that fixes this flaw. A comprehensive collection of theoretical results about d̄1 and its induced Wasserstein metric d̄2 for point process distributions are given, including examples of useful d̄1-Lipschitz continuous functions, d̄2 upper bounds for the Poisson process approximation, and d̄2 upper and lower bounds between distributions of point processes of inde..

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University of Melbourne Researchers

Grants

Awarded by ARC Discovery


Awarded by Schweizerischer Nationalfonds Fellowship


Funding Acknowledgements

This work was supported by the ARC Centre of Excellence for Mathematics and Statistics of Complex Systems (AX), the ARC Discovery Grant number DP0345215 (DS), and the Schweizerischer Nationalfonds Fellowship number PBZH2-111668 (DS).