 Mecke formula for a Poisson random measure

For nonnegative measurable $H$ and a Poisson random measure of sigma-finite intensity $\rho$, removing the selected point from a sum leaves an independent copy of the original process under the integral. For finite intensity, condition on the Poisson count, represent the points as independent samples from normalized $\rho$, and shift the count index using $n/n!=1/(n-1)!$. For sigma-finite intensity, first select points in a finite-intensity set, condition on the independent outside process and then exhaust the space. Repetition gives the corresponding formula for ordered distinct tuples of points.