Exponential void probabilities characterize a Poisson random measure
ID: exponential-void-probabilities-characterize-a-poisson-random-measure
A simple locally finite point measure on with void probability on finite unions of bounded intervals is a Poisson random measure with Lebesgue measure intensity. Void-event intersections factor, hence the occupation indicators on disjoint cells are independent. The dyadic occupancy approximation of a simple point measure is binomial with rare-event probability and converges to a Poisson count of mean the interval length. Independence survives joint convergence for disjoint intervals. Extension of the mean measure and the Laplace functional of a Poisson random measure to Borel functions identifies all Borel counts, not just intervals.
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