This exposition explains the basic ideas of Stein's method for Poisson random
variable approximation and Poisson process approximation from the point of view
of the immigration-death process and Palm theory. The latter approach also
enables us to define local dependence of point processes [Chen and Xia (2004)]
and use it to study Poisson process approximation for locally dependent point
processes and for dependent superposition of point processes.Comment: Published at http://dx.doi.org/10.1214/074921706000001076 in the IMS
Lecture Notes Monograph Series
(http://www.imstat.org/publications/lecnotes.htm) by the Institute of
Mathematical Statistics (http://www.imstat.org