Intensity measure of a point process 2026-10-14
The intensity measure of a point process is its expected counting measure:It may take the value .[ref]
Lectures on the Poisson Process by Günter Last and others. Section 2.2, Definition 2.5, printed p. 12: intensity as the expected counting measure
Countable additivity follows by applying the monotone convergence theorem to the counts of finite unions of pairwise disjoint observation windows. If is locally finite and absolutely continuous with respect to Lebesgue measure, its Radon-Nikodym derivative is the intensity function of a point process :This is an expected number per unit volume, not a probability density function for a randomly selected point. For example, a single deterministic point has , a Dirac measure, and no Lebesgue measure density. The density representation requires its own assumption.[ref]Spatial Point Processes and their Applications. Section 2.1, Definitions 2.1-2.2, printed pp. 26-27: expected counts and intensity functions
For a bounded Borel set , , but local finiteness alone does not ensure that this expected value is finite. Conversely, implies almost surely, even when is unbounded. A constant finite intensity function of a point process on all of has infinite total intensity measure, although every bounded window has finite expected value.
Randomly shifted lattice point process 2026-10-14
Let have the uniform distribution on and place a point at every , . This is a simple point process, locally finite, and a stationary point process: a translation only changes the phase modulo one, preserving its uniform distribution. For every Borel set , the Tonelli theorem givesIts consecutive points are exactly one unit apart, despite having the same intensity measure as a unit-rate Poisson point process. This is the one-dimensional translated-grid construction.[ref]
Spatial Point Processes and their Applications. Section 2.1, Example 2.3, printed pp. 26-27: randomly translated grids have constant intensity
Every half-open interval of length one contains exactly one point. For and , , each count has the Bernoulli distribution with parameter , andMore generally, an interval of length , with a nonnegative integer and , contains or points with probabilities and . Its count variance is , while a unit-rate Poisson point process has count variance .