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A point-process law is determined by its finite-dimensional count laws

Statement

Let η and η′ be point processes on S with the evaluation sigma algebra on Nlf(S). If every finite vector of Borel-set counts has the same distribution under η and η′, then their laws on Nlf(S) are equal.

Facts & Assumptions

Given: Point processes η,η′ with equal finite-dimensional laws of their count evaluations.

[F1]

The evaluation maps generate the configuration sigma-algebra, and the law of a point process is its push-forward probability measure. (Random measures and locally finite point processes, Law or distribution of a random element, The law of a random element is a probability measure)

[F2]

A probability measure is determined by its values on a generating pi-system. (Dynkin's pi-lambda theorem)

Proof

technique · direct
1.1givenF1construct

Let N‾0:=N0∪{+∞}, the range of every count evaluation, and let C consist of the cylinder sets {μ:μ(Bj)∈Ej, 1≤j≤m} for finite Borel families B1,…,Bm and subsets Ej⊆N‾0. Each such constraint is measurable because this countable range consists of Borel singletons in [0,+∞]. The family is a pi-system: intersecting two cylinders concatenates their finite coordinate lists, and if a Borel set occurs twice its two constraints are replaced by their intersection. Every evaluation preimage is a one-coordinate cylinder of this form, so by definition of the evaluation sigma-algebra σ(C) is the full configuration sigma-algebra.

2.1givenstep 1.1F1F2∎

The hypothesis says the laws Pη and Pη′ assign the same probability to every member of C, since membership in a cylinder is a finite-vector count event. Both are probability measures by [F1]. Applying [F2] to this generating pi-system gives Pη=Pη′.

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