Solution (source code)

= Solution

Identify a line with its unique parameter pair in $E=(0,\infty)\times[0,2\pi)$, using
$$
L(p,\theta)=\{z\in\mathbb R^2:z\cdot n_\theta=p\},\qquad n_\theta=(\cos\theta,\sin\theta).
$$
A <Poisson line process> means a <Poisson point process> on the Borel parameter space $E$: for each <measurable> $B$ of finite <mean> <measure>, the number of its parameter points is <Poisson> with <mean> $\mu(B)$, and counts in finitely many disjoint sets are <independent>. Infinite-measure sets are handled by a <countable> finite-measure exhaustion. Here $\mu(dp,d\theta)=dp\,d\theta$ is sigma-finite and nonatomic, so there are countably many distinct lines <almost surely>. It is not an assertion that line counts are <Poisson> with respect to planar area.

Fix $r>0$ and let $D_r=\{z:|z|<r\}$. Exactly the lines with $0<p<r$ hit this disk, apart from the zero-probability tangent case. Thus the count of disk-hitting lines is
$$
M_r\sim\operatorname{Poisson}(2\pi r).
$$
Every intersection in $D_r$ uses two of these lines. Writing $N_r=\#(\Phi\cap D_r)$, we have
$$
\{N_r\geq1\}\subseteq\{M_r\geq2\},\qquad N_r\leq\binom{M_r}{2}.
$$
This also proves local finiteness of the intersection <point process>. Initially it gives a non-strict bound $\mathbb P(N_r\geq1)\leq1-(1+2\pi r)e^{-2\pi r}$.

To establish strictness, choose the two parameter boxes
$$
B_1=(r/8,r/4)\times(0,1/16),\qquad B_2=(r/2,5r/8)\times(0,1/16).
$$
Each has positive <measure>, and both lie among the disk-hitting lines. If one line from each box intersected at $z\in D_r$, then
$$
|p_2-p_1|=|z\cdot(n_{\theta_2}-n_{\theta_1})|\leq r|n_{\theta_2}-n_{\theta_1}|\leq r|\theta_2-\theta_1|<r/16.
$$
But their distance parameters differ by more than $r/4$, a contradiction. The event of exactly one line in each box and no other disk-hitting lines has <probability>
$$
\delta_r=e^{-2\pi r}\mu(B_1)\mu(B_2)=e^{-2\pi r}\left(\frac{r}{128}\right)^2>0.
$$
On this event $M_r=2$ but $N_r=0$. Therefore
$$
\boxed{\mathbb P(N_r\geq1)\leq1-(1+2\pi r)e^{-2\pi r}-\delta_r<1-(1+2\pi r)e^{-2\pi r}.}
$$
The following original diagram illustrates why two disk-hitting lines need not produce an intersection inside the disk.

\Image[/past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2003/iii/paper-31-chords.png]
{title=Two lines meeting a disk can have their intersection outside it}

To decide whether $\Phi$ is <Poisson>, compute its <intensity measure> and compare its void <probability>. Use the equivalent signed line coordinates $L(t,\theta)$ with $t\in\mathbb R$ and $0\leq\theta<\pi$. If $t>0$ this is the original pair $(t,\theta)$; if $t<0$ it is $(-t,\theta+\pi)$. The <measure> is $dt\,d\theta$, with no extra factor of two. Translation by $a$ sends $t$ to $t+a\cdot n_\theta$, preserving this <measure>. Thus both the line and intersection processes are stationary.

<Almost surely> no two lines are parallel and no three are concurrent. In each finite-intensity parameter region, conditional line parameters have continuous joint densities. Parallel pairs and concurrent triples satisfy lower-dimensional equations and have <probability> zero; a <countable> exhaustion proves the assertion for all lines. Hence different unordered pairs have distinct intersections <almost surely>. For a bounded <Borel set> $A$, the second <Poisson factorial moment measure> identity gives
$$
\mathbb EN(A)=\frac12\int_0^\pi\int_0^\pi\int_{\mathbb R}\int_{\mathbb R}\mathbf1_{\{L(t,\theta)\cap L(s,\phi)\in A\}}\,dt\,ds\,d\theta\,d\phi.
$$
For nonparallel normals, their intersection $z$ satisfies $t=z\cdot n_\theta$, $s=z\cdot n_\phi$. The absolute <Jacobian determinant> of this transformation is $|\sin(\phi-\theta)|$. Consequently
$$
\begin{aligned}
\mathbb EN(A)&=\frac{|A|}{2}\int_0^\pi\int_0^\pi|\sin(\phi-\theta)|\,d\phi\,d\theta\\
&=\pi|A|,
\end{aligned}
$$
since the inner <integral> is $2$ for every $\theta$. In particular \b[$\mathbb EN_r=\pi^2r^2$].

If $\Phi$ were a <Poisson point process>, the count $N_r$ would therefore be <Poisson> with that <mean>, giving $\mathbb P(N_r=0)=e^{-\pi^2r^2}$. But the earlier necessary-two-lines argument gives
$$
\mathbb P(N_r=0)\geq(1+2\pi r)e^{-2\pi r}.
$$
At $r=2/\pi$ this lower bound is $5e^{-4}$, whereas the supposed <Poisson> void <probability> is $e^{-4}$. This contradiction proves \b[$\Phi$ is not a <Poisson point process>]. Its points share parent lines, and the explicit void/<mean> comparison demonstrates the resulting dependence rather than merely asserting it.