Kth-nearest-neighbour distance in a homogeneous Poisson point process

For intensity $\lambda$ in ${\mathbb{R}}^d$, let $R_k$ be the distance to the $k$th closest point and put $\rho =\lambda v_d$. Then $R_k^d$ is the $k$th arrival time of a rate-$\rho$ Poisson process, so