Criteria for Poisson process convergence with applications to inhomogeneous Poisson-Voronoi tessellations (Q2121086): Difference between revisions

Let \(\eta\) be a random variable taking values in \(\mathbb{N}_0 = \mathbb{N}\cup\{0\}\) and let \(\lambda>0\). It is well-known that \( k\, P(\eta = k) = \lambda\, P(\eta = k - 1)\), \(k \in \mathbb{N}\), if and only if \(\eta\) follows a Poisson distribution with parameter \(\lambda\). The authors use this observation to establish weak convergence to a Poisson process. Indeed can be proved that a tight sequence of point processes \(\xi_n\), \(n \in \mathbb{N}\), satisfies \(\lim_{n\to \infty} k\, P(\xi_n(B) = k) - \lambda(B)P(\xi_n(B) = k - 1) = 0\), \(k\in \mathbb{N}\), for any \(B\) in a certain family of sets and some locally finite measure \(\lambda\), if and only if \(\xi_n\) converges in distribution to a Poisson process with intensity measure \(\lambda\). Many different methods to investigate Poisson process convergence are available in the literature, see [\textit{S. Y. Novak}, Probab. Surv. 16, 228--276 (2019; Zbl 1422.60028)]. Using Stein's method, one can even derive quantitative bounds for the Poisson process approximation, see [\textit{L. Decreusefond} et al., Ann. Probab. 44, No. 3, 2147--2197 (2016; Zbl 1347.60027)] and the references therein. Let \(\mathbb{S}\) be a locally compact second countable Hausdorff space with Borel \(\sigma\)-field \(\mathcal{S}\). Let \(\mathcal{M}(\mathbb{S})\) be the space of all locally finite measures on \(\mathbb{S}\), endowed with the vague topology induced by the mappings \(\pi_f: \mu \mapsto \mu(f) = \int f\, d\mu\), \(f\in C_K^+(\mathbb{S})\), where \(C_K^+(\mathbb{S})\) denotes the set of non-negative and continuous functions with compact support. Let \(N(\mathbb{S})\subset\mathcal{M}(\mathbb{S})\) denote the set of all locally finite counting measures. A random measure \(\xi\) on \(\mathcal{S}\) is a random element in \(\mathcal{M}(\mathbb{S})\) measurable with respect to the \(\sigma\)-field generated by the vague topology, and it is a point process if it takes values in \(N(\mathbb{S})\). The first main result provides a characterization of weak convergence to a Poisson process. The structure of the paper is as follows. Section 2 proves the main results of the paper. Finally, in Section 3, the authors provide examples for applying the main results.