Independent marking theorem for Poisson point processes Created 2026-09-24 Updated 2026-10-03
Independently assigning a mark to each point of a Poisson point process, with mark probabilities allowed to depend measurably on the point, produces independent Poisson point processes for the different marks. If the original intensity is and mark has probability , its intensity is .
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 2021 ii Paper 1 28K a Solution Created 2026-09-24 Updated 2026-09-25
Let be the number of particles of gas in a bounded Lebesgue measurable set . Because Lebesgue measure is diffuse, two independent spatial Poisson point processes have no common particle almost surely. Hence the mixture count isWriting , independence gives the probability generating functionThus
If are pairwise disjoint, the familyis independent: counts in disjoint sets are independent within each gas, and the two gases are independent. Therefore the sums are independent. These two facts prove directly that the mixture is a Poisson point process. By the Superposition theorem for Poisson point processes, its activity is
Past exam of the mathematics course of the University of Cambridge 2022 iii Paper 201 6 a Solution 2026-09-28
A Poisson random measure of intensity assigns to disjoint measurable sets independent random variables, andwhenever , with the usual countable-additivity requirement.
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 2024 ii Paper 4 27K c Solution Created 2026-09-24 Updated 2026-10-03
Past exam of the mathematics course of the University of Cambridge 2026 ii Paper 4 27K b Solution Created 2026-09-24 Updated 2026-09-25
A Poisson point process of intensity has independent counts on disjoint Borel sets, with whenever the integral is finite.