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Setup and Notation

Let tex2html_wrap_inline2929 be a measure space such that tex2html_wrap_inline2931 , and let tex2html_wrap_inline2349 denote the Poisson process on S with intensity measure tex2html_wrap_inline2937 . We require tex2html_wrap_inline2937 to be atomless so that the process be simple. Typically S is a bounded region in tex2html_wrap_inline2943 and tex2html_wrap_inline2937 is proportional to Lebesgue measure, but S may also be a torus or other compact set without edges. We are interested in point processes that have densities with respect to tex2html_wrap_inline2349 .

Let tex2html_wrap_inline2343 be the disjoint union of all finite Cartesian products of S with itself, tex2html_wrap_inline2955 (k factors), including the empty product tex2html_wrap_inline2959 , which in this context it makes sense to define to be a set containing one element denoted tex2html_wrap_inline2961 . Let tex2html_wrap_inline2963 denote the k-fold product of tex2html_wrap_inline2937 on tex2html_wrap_inline2969 for tex2html_wrap_inline2971 and let tex2html_wrap_inline2973 denote the measure on tex2html_wrap_inline2959 that gives mass one to the point tex2html_wrap_inline2961 . Let tex2html_wrap_inline2979 denote the tex2html_wrap_inline2595 -field in tex2html_wrap_inline2343 inherited from tex2html_wrap_inline2985 , that is the family of sets B such that tex2html_wrap_inline2989 is an element of tex2html_wrap_inline2991 . Then tex2html_wrap_inline2349 defined by

displaymath2995

is a probability measure on tex2html_wrap_inline2997 . An element tex2html_wrap_inline2999 is visualized as a pattern of k points in S. The element tex2html_wrap_inline2961 of tex2html_wrap_inline2959 is interpreted as the pattern with no points. Let the number of points in x be denoted n(x), so n is a map from tex2html_wrap_inline2343 to tex2html_wrap_inline3017 , defined by n(x) = k when tex2html_wrap_inline2999 .

Let h be a nonnegative function on tex2html_wrap_inline2343 . Then the measure tex2html_wrap_inline2459 having density h with respect to tex2html_wrap_inline2349 is defined by

align301

If tex2html_wrap_inline3033 , then tex2html_wrap_inline2459 can be normalized to make a probability measure P defined by tex2html_wrap_inline3039 , tex2html_wrap_inline3041 . So h is an unnormalized density of P with respect to tex2html_wrap_inline2349 and tex2html_wrap_inline3049 its normalizing constant.

Despite the definition of elements tex2html_wrap_inline2343 as ordered k-tuples we are only interested in the interpretation of points tex2html_wrap_inline3055 as point patterns, that is as unordered sets of points. Thus we are only interested in unnormalized densities h that are symmetric under permutation of points in a pattern: h(x) = h(y) if x and y would be identical if considered unordered sets. For a detailed discussion of this issue, see Section 5.3 of Daley and Vere-Jones (1988).


next up previous
Next: Statistical Models Up: Finite Point Processes Previous: Finite Point Processes

Charles Geyer
Fri Jul 5 15:26:21 CDT 1996