2  Point Process Definition

2.1 From Point patterns to counting

In the previous section, we described a point pattern as a random set of locations:

\[ X = \{x_1, x_2, \dots, x_n\} \subset W. \]

While this representation is intuitive, it is not mathematically convenient. In particular, it does not easily allow us to:

  • count the number of points in a region
  • define expectations
  • describe spatial structure

To address this, we introduce an equivalent but more useful representation.

2.2 The counting measure

Instead of working directly with the set of points, we define a function that counts how many points fall inside any region.

For a set \(B \subset W\), define:

\[ N(B) = \text{number of points of X that lie in B}. \]

This function \(N(\cdot)\) is called the counting measure associated with the point pattern.

Note

Example:

  • \(N(B) = 0\): no points in \(B\)
  • \(N(B) = 5\): 5 points in \(B\)
  • \(N(W) = n\): total number of points

2.3 Definition of a point process

A point process is a random mechanism that assigns a count to every region \(B \subset W\).

Formally, a point process is a collection of random variables:

\[ \{N(B): B \subset W\} \]

where \(N(B)\) gives the number of points in a region \(B\).

Tip

OK so a point process is just an infinite collection of random variables, indexed by every possible subset of the observation window \(W\)?

Can it be a finite collection?

If \(W = \{1\}\), then is \(\{N(1)\}\) a point process.

A: “…infinite collection of random variables…”

It is, but also with the requirement that the random variables are counting variables (?).

Technically, the example \(W = \{1\}\), \(\{N(1)\}\), is a point process, but it is a trivial one.

“A point process generalizes integer-valued random variables to spatial domains.”

Tip

On that last quote there, is there a generalization of real-valued variables to spatial domains?

A: Right so this is literally how we arrive at random fields.

A point process models where events occur, while a random field models how an underlying quantity varies across space

2.4 Consistency properties

The counting variables \(N(B)\) must satisfy some natural properties:

  1. Non-negativity

\[ N(B) \in \{0,1,2,\dots\} \]

  1. Additivity

If \(B_1, B_2\) are disjoint, then:

\[ N(B_1 \cup B_2) = N(B_1) + N(B_2) \]

  1. Finite counts (locally finite)

For bounded regions \(B\), \(N(B) < \infty\)

Tip

Are these axioms or properties?

Why not define point process as:

Collection of random variables \(\{N(B): B \subset W\}\)

where \(N(B)\) are counting variables (measures?) which satisfy (1, 2, 3) above.

A: Yes this would be better if asked for the exact definition of a point process.

2.5 Equivalence with point patterns

The counting measure representation and the set representation are equivalent.

  • Given a set of points \(\{x_1, \dots, x_n \}\), we can define:

\[ N(B) = \sum_{i=1}^n\mathbb{1}\{x_i \in B\} \]

  • Conversely, given \(N(\cdot)\), we can recover the point locations.

This allows us to switch between:

  • a geometric view (points in space)
  • a measure-theoretic view (counts over regions)
Tip

So this is just explaining that, we could view the point process as a “random set of locations”, but it is not as mathematically convenient, so instead we construct the counting-variable version?

A: Yes this is correct.

How would you explicitly construct the random set of locations version?

Choose a random number of locations, and then choose each location independently? Or we would need a joint distribution? Possible over the count too?

A: Basically yes.

2.6 Simple point process

In most applications, we assume the process is simple, meaning:

  • no two points occur at exactly the same location

Formally:

\[ N(\{u\}) \in \{0, 1\}\quad \forall \ u \in W \]

This rules out multiple points stacking on top of each other.