Simple point process

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A simple point process is a special type of point process in probability theory. In simple point processes, every point is assigned the weight one.

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Definition

Let be a locally compact second countable Hausdorff space and let be its Borel -algebra. A point process , interpreted as random measure on , is called a simple point process if it can be written as

for an index set and random elements which are almost everywhere pairwise distinct. Here denotes the Dirac measure on the point .

Examples

Simple point processes include many important classes of point processes such as Poisson processes, Cox processes and binomial processes.

Uniqueness

If is a generating ring of then a simple point process is uniquely determined by its values on the sets . This means that two simple point processes and have the same distributions iff

Literature

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