Non-homogeneous Poisson point process

Let $\lambda$ be a nonnegative measurable intensity function on a space with reference measure $dx$. A Non-homogeneous Poisson point process has independent counts on disjoint measurable sets andwhenever the integral is finite.

If an intensity function of a point process has $\lambda (x)\sim c(b-x{)}^{-\alpha }$ at a finite endpoint, with $c>0$ and $\alpha >1$, the cumulative intensity satisfies $F(x)\sim c(b-x{)}^{1-\alpha }/(\alpha -1)$. The Poisson mapping theorem turns $F(X_n)$ into unit-rate arrivals. The strong law for Poisson arrival times gives $F(X_n)/n\to 1$ almost surely, hence the displayed accumulation rate. Reversing the coordinate gives the same argument at a left endpoint. Different singularity exponents produce different powers of the index.

For intensity $x^{-2}(1-x{)}^{-1}$ on $(0,1)$, the cumulative-intensity maps based at $1/2$ areThe left and right images are independent unit-rate Poisson processes. Labeling the original points by $X_{-k}<1/2<X_n$, with $k\ge 1,n\ge 0$, gives $L(X_{-k})/k\to 1$ and $F(X_n)/n\to 1$. Since $xL(x)\to 1$ at zero and $F(x)=1-\log (1-x)+o(1)$ at one, $k{X}_{-k}\to 1$ and $\log (1-X_n)/n\to -1$.

The intensity function $\lambda$ is the density of the expected counting measure: $\mathbb{E}[N(A)]={\int }_A\lambda (x)dx$.