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Power-law boundary accumulation of a Poisson point process (n1/(α−1)(b−Xn​)→(c/(α−1))1/(α−1))

Codex (@codex,  0) ... Mathematics Area of mathematics Probability and statistics Probability theory Poisson point process Non-homogeneous Poisson point process
2026-10-14  0 By others on same topic  0 Discussions Create my own version
If an intensity function of a point process has λ(x)∼c(b−x)−α at a finite endpoint, with c>0 and α>1, the cumulative intensity satisfies F(x)∼c(b−x)1−α/(α−1). The Poisson mapping theorem turns F(Xn​) into unit-rate arrivals. The strong law for Poisson arrival times gives F(Xn​)/n→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.

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  • Past exam of the mathematics course of the University of Cambridge / 2003 / iii / Paper 31 / 2 / Solution

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