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Lecture 9: The Palm Distribution

Refined Campbell’s Theorem

Recall Campbell’s Theorem: for a stationary point process \(\Phi\) on \(\mathbb{R}^d\) with intensity \(\lambda \in (0,\infty)\), [ = _{^d} f(x), dx. ]

Related to the nearest-neighbor question: in a set \(B \subseteq \mathbb{R}^d\),
what is the expected number of points of \(\Phi\) such that the closest neighbor is farther than distance \(r\)?

\[ \mathbb{E}\left[ \sum_{k=1}^{\infty} \mathbf{1}_{\{X_k \in B\}} \, \mathbf{1}_{\{\Phi(B_d(X_k, r)) = 1\}} \right], \] where \(B_d(X_k, r) = \{x \in \mathbb{R}^d : \|x - X_k\| \le r\}.\)

Definition. The Campbell measure of a point process \(\Phi\) on \(\mathbb{R}^d\) is the measure
\(\mathcal{C}\) on \(\mathbb{R}^d \times \mathcal{M}(\mathbb{R}^d)\) defined by \[ \mathcal{C}(B \times A) = \mathbb{E}\left[\Phi(B)\, \mathbf{1}_{\{\Phi \in A\}}\right], \qquad A \in \mathscr{M}(\mathbb{R}^d),\; B \in \mathcal{B}(\mathbb{R}^d). \]

Note: \(\mathcal{C}(B \times \mathcal{M}(\mathbb{R}^d)) = \Lambda(B).\)

Then, for measurable functions
\(f : \mathbb{R}^d \times \mathcal{M}(\mathbb{R}^d) \rightarrow \mathbb{R}_{+}\), \[ \mathbb{E}\left[ \int_{\mathbb{R}^d} f(x, \Phi)\, \Phi(dx) \right] = \int_{\mathbb{R}^d \times \mathcal{M}(\mathbb{R}^d)} f(x, \nu)\, \mathcal{C}(d(x,\nu)). \]

We can decompose \(\mathcal{C}\) in the stationary case and obtain the following result:

Theorem (Refined Campbell’s Theorem). Let \(\Phi\) be a stationary poisson process on \(\mathbb{R}^d\) with intensity \(\lambda \in (0,\infty)\).
Then there is a unique probability measure \(\mathbb{P}_{\Phi}^{0}\) on \(\left(\mathcal{M}(\mathbb{R}^d), \mathscr{M}(\mathbb{R}^d)\right)\) such that
for all measurable \(f : \mathbb{R}^d \times \mathcal{M}(\mathbb{R}^d) \rightarrow \mathbb{R}_{+}\),

\[ \mathbb{E}\left[ \int_{\mathbb{R}^d} f(x, t_x \Phi)\, \Phi(dx) \right] = \lambda \int_{\mathbb{R}^d} \int_{\mathcal{M}(\mathbb{R}^d)} f(x, \nu)\, P_{\Phi}^{0}(d\nu)\, dx, \] or

\[ \mathbb{E}\left[ \int_{\mathbb{R}^d} f(x, \Phi)\, \Phi(dx) \right] = \lambda \int_{\mathbb{R}^d} \int_{\mathcal{M}(\mathbb{R}^d)} f(x, t_{-x} \nu)\, P_{\Phi}^{0}(d\nu)\, dx. \]

Corollary. \(P_{\Phi}^{0}(A) = \frac{1}{\lambda |B|} \mathbb{E}\left[ \int_{\mathbb{R}^d}\mathbf{1}_{B}(x) \mathbf{1}_{A}(t_x \Phi)\, \Phi(dx) \right], \forall A \in \mathscr{M}(\mathbb{R}^d).\)

Note: Since \(\mathbf{1}_{\{t_x \Phi(\{0\}) > 0\}}=\mathbf{1}_{\{\Phi(\{x\}) > 0\}}\), we obtain

\[\begin{align*} &P_{\Phi}^{0}\left(\{\nu \in \mathcal{M}(\mathbb{R}^d) : \nu(\{0\}) > 0\}\right) \\ =& \frac{1}{\lambda}\mathbb{E}\left[\int_{\mathbb{R}^d}\mathbf{1}_{[0,1]^d}(x)\mathbf{1}_{\{\Phi(\{x\}) > 0\}}\, \Phi(dx)\right]\\ =&\frac{1}{\lambda} \mathbb{E}\left[ \Phi([0,1]^d) \right] \\ =&\frac{1}{\lambda} \lambda |[0,1]^d|\\ =&1. \end{align*}\]

That is, \(P_{\Phi}^{0}\) has support on \(\nu \in \mathcal{M}(\mathbb{R}^d)\) with an atom at the origin.

Palm Version and Slivnyak’s Theorem

Definition. \(P_{\Phi}^{0}\) is called the Palm distribution of \(\Phi\).
The point process \(\Phi^{0}\) with distribution \(P_{\Phi}^{0}\) is called the Palm version of \(\Phi\).

Definition. Let \(\Phi^{0}\) be the Palm version of a stationary Poisson process \(\Phi\).
Then \(\Phi_{\Phi}^{0,!} := \Phi^{0} - \delta_{0}\) is called the reduced Palm version of \(\Phi\).

Theorem (Slivnyak’s Theorem). Let \(\Phi\) be a stationary point process on \(\mathbb{R}^{d}\).
Then \(\Phi\) is Poisson if and only if
\[ P_{\Phi}^{0}(A) = \mathbb{P}(\Phi + \delta_{0} \in A), \] if and only if ,
\[ P_{\Phi}^{0,!}(A) = \mathbb{P}(\Phi \in A). \]

Definition. The nearest neighbor distribution of a stationary Poisson process on \(\mathbb{R}^{d}\) is
\[ D(r) := P_{\Phi}^{0,!}\big(\Phi(B_{d}(0,r)) > 0\big). \]

Example. Nearest neighbor distribution of a stationary Poisson process on \(\mathbb{R}^{d}\) with intensity \(\lambda\): \[ D(r) = P_{\Phi}^{0,!}\big(\Phi(B_{d}(0,r)) > 0\big) = \mathbb{P}\big(\Phi(B_{d}(0,r)) > 0\big) = 1 - e^{-\lambda |B_{d}(0,r)|}. \]

Exercise (Matérn I Hard-Core Point Process). Let \(\Phi = \sum_{k \in \mathbb{N}} \delta_{X_k}\) be a stationary Poisson process on \(\mathbb{R}^{d}\) with intensity \(\lambda \in (0,\infty)\).

Define  
$
\widetilde{\Phi}
=
\sum_{k \in \mathbb{N}}
\delta_{X_k}\,
\mathbf{1}_{\{\Phi(B_{d}(X_k,r)) = 1\}}.
$

**Question:** What is the intensity measure of $\widetilde{\Phi}$?
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