Let
be a measure space such that
, and let
denote the Poisson process on S
with intensity measure
. We require
to be atomless
so that the process be simple. Typically S is a bounded
region in
and
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
.
Let
be the disjoint union of all finite Cartesian products of
S with itself,
(k factors), including
the empty product
, which in this context it makes sense to define
to be a set containing one element denoted
. Let
denote
the k-fold product of
on
for
and let
denote the measure on
that gives mass one to the point
.
Let
denote the
-field in
inherited from
, that is the family of sets B such that
is
an element of
. Then
defined by
is a probability measure on
. An element
is
visualized as a pattern of k points in S. The element
of
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
to
, defined by n(x) = k when
.
Let h be a nonnegative function on
. Then the measure
having density h with respect to
is defined by
If
, then
can be normalized to make a
probability measure P defined by
,
. So h is an unnormalized density of P with
respect to
and
its normalizing constant.
Despite the definition of elements
as ordered k-tuples we
are only interested in the interpretation of points
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).