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Poisson Point Process


A Poisson point process on R^d with a locally finite Borel intensity measure mu is a random counting measure whose counts in disjoint Borel sets of finite intensity are independent random variables with the Poisson distribution. Here d is a positive integer, and local finiteness means mu(A)<infty for every bounded Borel set A. For every Borel set A of finite intensity, its count has expectation value mu(A). Repeated points are allowed at point atoms, points x with mu({x})>0. On R^d, a homogeneous process of constant intensity function lambda>0 uses mu(A)=lambdavol(A), where vol denotes Lebesgue measure. Its law is invariant under translations. It has almost surely no repeated points because Lebesgue measure has no point atoms.

For example, planar Poisson nuclei of intensity epsilon^(-2) with epsilon>0 generate the random Voronoi diagram in Voronoi percolation. The number of nuclei in a unit square has expectation value epsilon^(-2), whereas cell colors are sampled independently of these nuclei.


See also

Poisson Distribution, Poisson Process

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References

Last, G. and Penrose, M. Lectures on the Poisson Process. Cambridge, England: Cambridge University Press, 2018. https://doi.org/10.1017/9781316104477.

Cite this as:

Weisstein, Eric W. "Poisson Point Process." From MathWorld--A Wolfram Resource. https://mathworld.wolfram.com/PoissonPointProcess.html

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