Campbell's theorem 2026-10-14
For a Poisson point process with intensity measure and a square-integrable measurable function ,
The second identity follows because distinct points contribute the square of the mean, while the diagonal contribution is .
The expectation identity holds for a general point process with intensity measure whenever the sum is integrable. The stated variance identity uses the additional Poisson point process assumption.
For an isotropic Poisson line process of intensity , its pair intersections form a locally finite point process. Coincident intersections and parallel pairs have probability zero. Its intensity measure is times area. Indeed the Poisson factorial moment measure and the change of variables from signed distances to intersection location give
The factor counts unordered line pairs. Shared lines create dependence between intersections; this process is not a Poisson point process.
Attach conditionally independent nonnegative marks to a Poisson point process, with a measurable mark law depending only on location. If a mark at has mean and variance , and the displayed integrals are finite, their total is finite almost surely and has the displayed moments. The Campbell first-moment formula gives the first moment and finiteness. The Poisson factorial moment measure formula gives the square of that first moment for distinct pairs; the diagonal contributes . Their difference is the variance. Signed marks require absolute first-moment integrability.
Write and . Treat the nonnegative plant weights as independent marks conditional on the locations, with a measurable mark law depending only on . Its first and second moments are
This is the independent-marking interpretation appropriate for location-dependent weights.
The general results needed are the following. The Independent marking theorem for Poisson point processes says that such marks turn a Poisson point process of intensity into a Poisson point process on location-mark space with intensity . The Campbell first-moment formula says that for any nonnegative measurable , , allowing infinite values. The second Poisson factorial moment measure identity says that for nonnegative measurable ,
These statements apply to sigma-finite intensities and therefore do not require finitely many plants in the entire field. We use these general results without proving them.
Define the total as the nonnegative sum , or equivalently as the increasing limit of its finite-intensity truncations. the Campbell theorem gives
Since , the nonnegative random variable cannot be infinite on an event of positive probability. Thus is finite almost surely, even if the number of plants is infinite.
Separate the square into its diagonal and ordered distinct-pair terms. Nonnegativity allows the use of Tonelli's theorem and increasing limits, giving
The assumed second integral is finite, so is square-integrable. Subtracting yields
The term accounts for random weights at fixed locations; the term accounts for the Poisson fluctuations in the locations and count. Nonnegativity is natural for weights. For signed marks, absolute first-moment integrability, rather than just a conditionally convergent integral of the signed mean, would be needed for the ordinary sum.
Identify a line with its unique parameter pair in , using
A Poisson line process means a Poisson point process on the Borel parameter space : for each measurable of finite mean measure, the number of its parameter points is Poisson with mean , and counts in finitely many disjoint sets are independent. Infinite-measure sets are handled by a countable finite-measure exhaustion. Here 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 and let . Exactly the lines with hit this disk, apart from the zero-probability tangent case. Thus the count of disk-hitting lines is
Every intersection in uses two of these lines. Writing , we have
This also proves local finiteness of the intersection point process. Initially it gives a non-strict bound .
To establish strictness, choose the two parameter boxes
Each has positive measure, and both lie among the disk-hitting lines. If one line from each box intersected at , then
But their distance parameters differ by more than , a contradiction. The event of exactly one line in each box and no other disk-hitting lines has probability
On this event but . Therefore
The following original diagram illustrates why two disk-hitting lines need not produce an intersection inside the disk.
Figure 1.
Two lines meeting a disk can have their intersection outside it
. Details.
To decide whether is Poisson, compute its intensity measure and compare its void probability. Use the equivalent signed line coordinates with and . If this is the original pair ; if it is . The measure is , with no extra factor of two. Translation by sends to , 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 , the second Poisson factorial moment measure identity gives
For nonparallel normals, their intersection satisfies , . The absolute Jacobian determinant of this transformation is . Consequently
since the inner integral is for every . In particular .
If were a Poisson point process, the count would therefore be Poisson with that mean, giving . But the earlier necessary-two-lines argument gives
At this lower bound is , whereas the supposed Poisson void probability is . This contradiction proves 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.
For a Poisson point process with intensity measure , ordered tuples of distinct atoms have factorial moment measure . Thus for any nonnegative measurable function ,
For , separating diagonal terms from distinct pairs gives the second moment of a Poisson sum. Dividing by two instead counts unordered pairs, which is essential for geometric intersection intensities.