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A positive finite-window Gibbs density has its density-ratio Papangelou intensity

Statement

Let Q be the unit-rate Poisson law on C(W) from Finite-window spatial observations and configurations. Suppose g:C(W)→(0,∞) is measurable, finite everywhere, and ∫g dQ=1. Let P=gQ and define λg(u;η):=g(η+δu)g(η). Then λg is a Papangelou conditional intensity for P relative to ℓW in the sense of Papangelou conditional intensity on a finite window.

Facts & Assumptions

Given: The hypotheses in the Statement and a nonnegative product-measurable test function h on W×C(W).

[F1]

For a finite-intensity Poisson process ξ and every nonnegative measurable k, the add-one Mecke identity is EQ∑x∈ξk(x,ξ)=∫WEQ[k(u,ξ+δu)] ℓW(du). (Mecke identity for a finite-intensity Poisson point process)

[F2]

On the measurable domain where an occurrence at x is present, (x,η)↦η−δx is measurable and deletes one occurrence. (Deleting one occurrence from a locally finite counting measure is measurable)

[F3]

A Papangelou conditional intensity is characterized by the deletion form of the Georgii–Nguyen–Zessin identity. (Papangelou conditional intensity on a finite window)

[F4]

Evaluation maps generate the configuration sigma-algebra, and the Dirac mass at u evaluates to 1B(u); hence (η+δu)(B)=η(B)+1B(u) is measurable. (Finite-window spatial observations and configurations, The Dirac set function at a point)

[F5]

The finite Poisson reference with intensity 1Wℓd is concentrated on C(W), since its mixed-binomial locations lie in W. (Finite-intensity Poisson-process existence and mixed-binomial law, Finite-window spatial observations and configurations)

[F6]

Tonelli's theorem interchanges the nonnegative expectation and window integral. (Tonelli's theorem for nonnegative measurable functions on a sigma-finite product)

Proof

Given: g is a positive finite density relative to the finite unit-rate Poisson law Q.

1.1givenF1F2F4F5construct

Extend g and h by zero outside C(W) and W×C(W), respectively; [F5] makes these measurable extensions. For a test function h as in the Statement, define on the domain where (x,ζ) contains an occurrence at x k(x,ζ):=g(ζ)h(x,ζ−δx), and set k=0 off that domain. The domain and deletion map are measurable by [F2]; the extensions, addition operation, and g,h are measurable by [F4, F5], so k is a nonnegative measurable test function for [F1]. Also the addition map is measurable by [F4], and since g is finite and strictly positive, its ratio λg(u;η)=g(η+δu)/g(η) is a measurable function on W×C(W).

2.1step 1.1F1F3F5F6algebra

The left side of [F1] with this k is EQ[g(ξ)∑x∈ξh(x,ξ−δx)]=EP∑x∈ηh(x,η−δx). On the right side, (u,ξ+δu) is in the deletion domain and (ξ+δu)−δu=ξ, so the integrand is g(ξ+δu)h(u,ξ)=g(ξ)λg(u;ξ)h(u,ξ). Consequently [F1] gives, after Tonelli's interchange [F6], EP∑x∈ηh(x,η−δx)=EP∫Wh(u,η)λg(u;η) ℓW(du). which is the defining identity [F3].

3.1step 2.1∎

Step 2.1 proves the claimed Papangelou identity for every admissible nonnegative h, hence proves the Statement.

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