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A finite Poisson process with atomless intensity is simple

Statement

Let ν be a finite atomless Borel measure on Rd, and let η be a Poisson point process with intensity ν. Then η is simple almost surely: with probability one, every singleton has mass at most one.

Facts & Assumptions

Given: A finite atomless Borel measure ν and a Poisson point process η of intensity ν.

[F1]

A counting configuration ξ is simple if ξ({x})≤1 for every x. This is a pointwise definition; almost-sure simplicity of η is the conclusion to be proved here. (Random measures and locally finite point processes)

[F2]

If ν is finite with Λ=ν(Rd)>0, the Poisson process law is the push-forward of e−ΛΛn/n! (ν/Λ)⊗n on each finite tuple space under (x1,…,xn)↦∑iδxi; if Λ=0, the process is zero. (Finite-intensity Poisson-process existence and mixed-binomial law)

The diagonal in Rd×Rd is measurable for the product Borel sigma-algebra: rational open boxes are countable and form a basis of Rd 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.

1.1givenF1F2

Put Λ=ν(Rd). If Λ=0, [F2] says the process is the zero measure, which is simple by [F1]. Suppose Λ>0 and set Q=ν/Λ. Atomlessness of ν implies Q({x})=0 for every x∈Rd.

1.2F1construct

For m∈N0 and k∈Zd, put Cm,k=2−m(k+[0,1)d). The set H={ξ:ξ(Rd)<∞}∩⋃m≥0⋂k∈Zd{ξ:ξ(Cm,k)≤1} 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.

2.1givenstep 1.1F3algebra

Fix n≥2 and a pair i<j of coordinate indices. The diagonal is product-measurable by the preceding basis argument. Under Q⊗n, the event xi=xj has measure ∫Q({x}) Q(dx)=0 by [F3] and step 1.1, since every singleton has zero Q-mass by step 1.1. The other n−2 coordinates contribute total mass one. There are only finitely many pairs among n coordinates, so with Q⊗n-probability one no two coordinates coincide.

3.1step 1.2step 2.1F1F2algebra∎

In the mixed-binomial construction [F2], the image configuration belongs to H with probability one on each component: step 2.1 treats n≥2, and counts n=0,1 are simple directly. Summing over the component probabilities gives mass one to H. Since H is measurable by step 1.2 and every Poisson process with intensity ν has this push-forward law by [F2], P{η∈H}=1. Thus η is simple almost surely.

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