Past exam of the mathematics course of the University of Cambridge / 2019 / ii / Paper 4 / 27K / c

Here $\Lambda$ is planar Lebesgue measure. For a Borel set $B\subseteq [0,\infty )$, polar coordinates giveThe pushforward is therefore locally finite and atomless. By the mapping theorem for Poisson point processes, $f(\Pi )$ is a homogeneous Poisson process on $[0,\infty )$ with constant intensity $\pi$. This is the two-dimensional radial volume transform of a homogeneous Poisson point process.

Put $S_k=R_k^2$. The variable $S_k$ is the $k$th arrival time of that rate-$\pi$ Poisson process, hence has the gamma distribution with shape $k$ and rate $\pi$:Since $s=r^2$ and $ds/dr=2r$, the change-of-variables formula for a probability density gives the Kth-nearest-neighbour distance in a homogeneous Poisson point process