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A finite Poisson process with atomless intensity is simple
Statement
Let be a finite atomless Borel measure on , and let be a Poisson point process with intensity . Then is simple almost surely: with probability one, every singleton has mass at most one.
Facts & Assumptions
Given: A finite atomless Borel measure and a Poisson point process of intensity .
A counting configuration is simple if for every . This is a pointwise definition; almost-sure simplicity of is the conclusion to be proved here. (Random measures and locally finite point processes)
If is finite with , the Poisson process law is the push-forward of on each finite tuple space under ; if , the process is zero. (Finite-intensity Poisson-process existence and mixed-binomial law)
Finite product measures exist, and integration over a product can be computed by iterated nonnegative integrals. (For sigma-finite factors, the product measure exists, has the rectangle formula, is sigma-finite, and is unique, Tonelli's theorem for nonnegative measurable functions on a sigma-finite product)
The diagonal in is measurable for the product Borel sigma-algebra: rational open boxes are countable and form a basis of because every open neighbourhood of a point contains a box with rational endpoints around that point. Pairwise rectangles from this basis form a countable basis of the product topology. Every open set is therefore a countable union of product-measurable rectangles, and the closed diagonal is product-measurable.
Proof
Given: The hypotheses in the Statement.
Put . If , [F2] says the process is the zero measure, which is simple by [F1]. Suppose and set . Atomlessness of implies for every .
For and , put . The set is evaluation-measurable, since all cubes are Borel and the unions and intersections are countable. It is exactly the set of finite simple configurations: a repeated location forces a count at least two in its cube at every scale; conversely, a finite set of distinct locations has positive minimum pairwise distance when it has at least two points, so cubes of sufficiently small diameter contain at most one point. Counts zero and one satisfy the condition at every scale.
Fix and a pair of coordinate indices. The diagonal is product-measurable by the preceding basis argument. Under , the event has measure by [F3] and step 1.1, since every singleton has zero -mass by step 1.1. The other coordinates contribute total mass one. There are only finitely many pairs among coordinates, so with -probability one no two coordinates coincide.
In the mixed-binomial construction [F2], the image configuration belongs to with probability one on each component: step 2.1 treats , and counts are simple directly. Summing over the component probabilities gives mass one to . Since is measurable by step 1.2 and every Poisson process with intensity has this push-forward law by [F2], . Thus is simple almost surely.
Depends on
- Random measures and locally finite point processes
- Poisson and Cox point processes
- Finite-intensity Poisson-process existence and mixed-binomial law
- For sigma-finite factors, the product measure exists, has the rectangle formula, is sigma-finite, and is unique
- Tonelli's theorem for nonnegative measurable functions on a sigma-finite product
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Sources
- Günter Last and Mathew Penrose, Lectures on the Poisson Process, author-hosted 2017 version (standard reference, not scraped)
- Adrian Baddeley, Spatial Point Processes and their Applications, complete lecture notes (standard reference, not scraped)