Past exam of the mathematics course of the University of Cambridge 2019 ii Paper 4 27K b Solution Created 2026-09-24 Updated 2026-10-03
The mapping theorem for Poisson point processes applies provided is a measurable function and its pushforward measureis locally finite, meaningfor every bounded Borel set . If “Poisson process” means a simple point process, one also requires to be atomless, equivalentlyUnder these conditions, is a Poisson point process with mean measure
Past exam of the mathematics course of the University of Cambridge 2019 ii Paper 4 27K c Solution Created 2026-09-24 Updated 2026-10-03
Here is planar Lebesgue measure. For a Borel set , polar coordinates giveThe 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
Past exam of the mathematics course of the University of Cambridge 2023 ii Paper 4 27J b Solution Created 2026-09-24 Updated 2026-10-03
Let be the homogeneous Poisson point process in with intensity measure , and map each point to its radius . For an interval , the pushforward measure of the intensity isThe Mapping theorem for Poisson point processes therefore shows that the radii form a Non-homogeneous Poisson point process with intensity function
If is the distance to the closest star, the event says that the ball of radius contains no points. The zero-count probability of a Poisson distribution givesDifferentiating its cumulative distribution function yields the probability density function
Past exam of the mathematics course of the University of Cambridge 2025 ii Paper 4 27L a Solution Created 2026-09-24 Updated 2026-10-03
Let be a Poisson point process on with intensity measurewhere is nonnegative and locally integrable. Let be measurable and suppose its pushforward measureis locally finite. The mapping theorem for Poisson point processes says that the image counting measureis a Poisson random measure with intensity .
For to be a spatial Poisson process in the usual simple sense, one also assumes that is diffuse:This prevents collisions with positive probability. If is absolutely continuous, its Radon--Nikodym derivative is the image intensity function, characterized by