Solution

ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2019/ii/paper-4/27k/c/solution

Here is planar Lebesgue measure. For a Borel set , polar coordinates give
The pushforward is therefore locally finite and atomless. By the mapping theorem for Poisson point processes, is a homogeneous Poisson process on with constant intensity . This is the two-dimensional radial volume transform of a homogeneous Poisson point process.
Put . The variable is the th arrival time of that rate- Poisson process, hence has the gamma distribution with shape and rate :
Since and , the change-of-variables formula for a probability density gives the Kth-nearest-neighbour distance in a homogeneous Poisson point process

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