The term "intensity function" has at least two distinct definitions related to the theory of point processes.
In some literature, the intensity of a stationary
point process
is defined to be the quantity
|
(1)
|
provided it exists. Here, denotes probability. In particular,
it makes sense to talk about point processes having
infinite intensity, though when finite,
allows
to be rewritten so that
|
(2)
|
as
where here,
denotes little-O notation (Daley and Vere-Jones
2007).
Other authors define the function to be an intensity function of a point
process
provided that
is a density of the intensity measure
associated to
relative to Lebesgue measure,
i.e., if for all Borel sets
in
,
|
(3)
|
where
is the spatial integration variable
and
denotes Lebesgue measure (Pawlas 2008).