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A positive finite-window Gibbs density has its density-ratio Papangelou intensity
Statement
Let be the unit-rate Poisson law on from Finite-window spatial observations and configurations. Suppose is measurable, finite everywhere, and . Let and define Then is a Papangelou conditional intensity for relative to 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 on .
For a finite-intensity Poisson process and every nonnegative measurable , the add-one Mecke identity is (Mecke identity for a finite-intensity Poisson point process)
On the measurable domain where an occurrence at is present, is measurable and deletes one occurrence. (Deleting one occurrence from a locally finite counting measure is measurable)
A Papangelou conditional intensity is characterized by the deletion form of the Georgii–Nguyen–Zessin identity. (Papangelou conditional intensity on a finite window)
Evaluation maps generate the configuration sigma-algebra, and the Dirac mass at evaluates to ; hence is measurable. (Finite-window spatial observations and configurations, The Dirac set function at a point)
The finite Poisson reference with intensity is concentrated on , since its mixed-binomial locations lie in . (Finite-intensity Poisson-process existence and mixed-binomial law, Finite-window spatial observations and configurations)
Tonelli's theorem interchanges the nonnegative expectation and window integral. (Tonelli's theorem for nonnegative measurable functions on a sigma-finite product)
Proof
Given: is a positive finite density relative to the finite unit-rate Poisson law .
Extend and by zero outside and , respectively; [F5] makes these measurable extensions. For a test function as in the Statement, define on the domain where contains an occurrence at and set off that domain. The domain and deletion map are measurable by [F2]; the extensions, addition operation, and are measurable by [F4, F5], so is a nonnegative measurable test function for [F1]. Also the addition map is measurable by [F4], and since is finite and strictly positive, its ratio is a measurable function on .
The left side of [F1] with this is On the right side, is in the deletion domain and , so the integrand is . Consequently [F1] gives, after Tonelli's interchange [F6], which is the defining identity [F3].
Step 2.1 proves the claimed Papangelou identity for every admissible nonnegative , hence proves the Statement.
Depends on
- Finite-window spatial observations and configurations
- The Dirac set function at a point
- Finite-window Gibbs density relative to a Poisson reference
- Papangelou conditional intensity on a finite window
- Deleting one occurrence from a locally finite counting measure is measurable
- Mecke identity for a finite-intensity Poisson point process
- Finite-intensity Poisson-process existence and mixed-binomial law
- Tonelli's theorem for nonnegative measurable functions on a sigma-finite product
Used by
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Sources
- Adrian Baddeley, Spatial Point Processes and their Applications, complete lecture notes (standard reference, not scraped)
- Günter Last and Mathew Penrose, Lectures on the Poisson Process, author-hosted 2017 version (standard reference, not scraped)