Asymptotic poisson distribution in isotropic ph planar point processes
Let \(\{(\rho_n, \theta_n)\), \(n\geq 1\}\) be the polar coordinates of a planar point process such that \(\{\theta_n\), \(n\geq 1\}\) is a sequence of i.i.d. random variables, uniformly distributed on \([0, 2\pi)\) and independent of the sequence \(\{\pi\rho_n^2\), \(n\geq 1\}\), which defines the counting part of the Markov arrival process, modulated by the stationary irreducible finite Markov chain. Denote by \(S_a(w,h)\) a Cartesian rectangle with lower left and upper right vertices at Cartesian coordinates \((a,0)\) and \((a+w,h)\), respectively, \[ \begin{aligned} N_a^{(S)} (w,h) &= \#\{n\geq 1: (\rho_n, \theta_n)\in S_a(w,h)\},\\ N_a(L,\sigma) &= \# \Biggr\{n\geq 1: a\leq \rho_n< a+L,\;0\leq \theta_n< \frac{2\sigma} {L(2a+L)} \Biggr\}. \end{aligned} \] It is proved that, for each fixed \(w> 0\), \(h> 0\), \(L> 0\), \(\sigma> 0\), the random variables \(N_a^{(S)} (w,h)\) and \(N_a(L,\sigma)\), as \(a\to \infty\), are asymptotically Poisson distributed with parameters \(\lambda wh\) and \(\lambda\sigma\), respectively, where \(\lambda= E(\#\{n\geq 1: \pi \rho_n^2\leq 1\})\).
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