scholarly journals A Remark on the Van Lieshout and Baddeley J-Function for Point Processes

1997 ◽  
Vol 29 (1) ◽  
pp. 19-25 ◽  
Author(s):  
T. Bedford ◽  
J. Van Den Berg

The empty space function of a stationary point process in ℝd is the function that assigns to each r, r > 0, the probability that there is no point within distance r of O. In a recent paper Van Lieshout and Baddeley study the so-called J-function, which is defined as the ratio of the empty space function of a stationary point process and that of its corresponding reduced Palm process. They advocate the use of the J-function as a characterization of the type of spatial interaction.Therefore it is natural to ask whether J ≡ 1 implies that the point process is Poisson. We restrict our analysis to the one-dimensional case and show that a classical construction by Szász provides an immediate counterexample. In this example the interpoint distances are still exponentially distributed. This raises the question whether it is possible to have J ≡ 1 but non-exponentially distributed interpoint distances. We construct a point process with J ≡ 1 but where the interpoint distances are bounded.

1997 ◽  
Vol 29 (01) ◽  
pp. 19-25 ◽  
Author(s):  
T. Bedford ◽  
J. Van Den Berg

The empty space function of a stationary point process in ℝd is the function that assigns to each r, r > 0, the probability that there is no point within distance r of O. In a recent paper Van Lieshout and Baddeley study the so-called J-function, which is defined as the ratio of the empty space function of a stationary point process and that of its corresponding reduced Palm process. They advocate the use of the J-function as a characterization of the type of spatial interaction. Therefore it is natural to ask whether J ≡ 1 implies that the point process is Poisson. We restrict our analysis to the one-dimensional case and show that a classical construction by Szász provides an immediate counterexample. In this example the interpoint distances are still exponentially distributed. This raises the question whether it is possible to have J ≡ 1 but non-exponentially distributed interpoint distances. We construct a point process with J ≡ 1 but where the interpoint distances are bounded.


1996 ◽  
Vol 28 (2) ◽  
pp. 335-335
Author(s):  
Markus Kiderlen

For a stationary point process X of convex particles in ℝd the projected thick section process X(L) on a q-dimensional linear subspace L is considered. Formulae connecting geometric functionals, e.g. the quermass densities of X and X(L), are presented. They generalize the classical results of Miles (1976) and Davy (1976) which hold only in the isotropic case.


1977 ◽  
Vol 14 (04) ◽  
pp. 748-757 ◽  
Author(s):  
Mark Berman

Some relationships are derived between the asynchronous and partially synchronous counting and interval processes associated with a multivariate stationary point process. A few examples are given to illustrate some of these relationships.


1978 ◽  
Vol 10 (3) ◽  
pp. 613-632 ◽  
Author(s):  
Harry M. Pierson

Starting with a stationary point process on the line with points one unit apart, simultaneously replace each point by a point located uniformly between the original point and its right-hand neighbor. Iterating this transformation, we obtain convergence to a limiting point process, which we are able to identify. The example of the uniform distribution is for purposes of illustration only; in fact, convergence is obtained for almost any distribution on [0, 1]. In the more general setting, we prove the limiting distribution is invariant under the above transformation, and that for each such transformation, a large class of initial processes leads to the same invariant distribution. We also examine the covariance of the limiting sequence of interval lengths. Finally, we identify those invariant distributions with independent interval lengths, and the transformations from which they arise.


2000 ◽  
Vol 32 (4) ◽  
pp. 948-959 ◽  
Author(s):  
R. Senoussi ◽  
J. Chadœuf ◽  
D. Allard

We study the transformation of a non-stationary point process ξ on ℝn into a weakly stationary point process ͂ξ, with ͂ξ(B) = ξ(Φ-1(B)), where B is a Borel set, via a deformation Φ of the space ℝn. When the second-order measure is regular, Φ is uniquely determined by the homogenization equations of the second-order measure. In contrast, the first-order homogenization transformation is not unique. Several examples of point processes and transformations are investigated with a particular interest to Poisson processes.


1996 ◽  
Vol 28 (2) ◽  
pp. 337-337 ◽  
Author(s):  
M. N. M. Van Lieshout ◽  
A. J. Baddeley

The strength and range of interpoint interactions in a spatial point process can be quantified by the function J = (1 - G)/(1 - F), where G is the nearest-neighbour distance distribution function and F the empty space function of the process. J(r) is identically equal to 1 for a Poisson process; values of J(r) smaller or larger than 1 indicate clustering or regularity, respectively. We show that, for a very large class of point processes, J(r) is constant for distances r greater than the range of spatial interaction. Hence both the range and type of interpoint interaction may be inferred from J without parametric model assumptions. We evaluate J(r) explicitly for a variety of point processes. The J function of the superposition of independent point processes is a weighted mean of the J functions of the individual processes.


1996 ◽  
Vol 28 (02) ◽  
pp. 335
Author(s):  
Markus Kiderlen

For a stationary point process X of convex particles in ℝ d the projected thick section process X(L) on a q-dimensional linear subspace L is considered. Formulae connecting geometric functionals, e.g. the quermass densities of X and X(L), are presented. They generalize the classical results of Miles (1976) and Davy (1976) which hold only in the isotropic case.


1975 ◽  
Vol 12 (04) ◽  
pp. 734-743
Author(s):  
Toshio Mori

A bivariate point process consisting of an original stationary point process and its random translation is considered. Westcott's method is applied to show that if the original point process is ergodic then the bivariate point process is also ergodic. This result is applied to an identification problem of the displacement distribution. It is shown that if the spectrum of the original process is the real line then the displacement distribution is identifiable from almost every sample realisation of the bivariate process.


1977 ◽  
Vol 14 (4) ◽  
pp. 748-757 ◽  
Author(s):  
Mark Berman

Some relationships are derived between the asynchronous and partially synchronous counting and interval processes associated with a multivariate stationary point process. A few examples are given to illustrate some of these relationships.


1982 ◽  
Vol 92 (1) ◽  
pp. 109-114
Author(s):  
D. J. Daley

AbstractLet the stationary point process N(·) be the mixture of scaled versions of a stationary orderly point process N1(·) of unit intensity with mixing distribution G(·), so thatWithN(·) has finite or infinite intensity as is finite or infinite, and it is Khinchin orderly when the function γ(·) is slowly varying at infinity. Conditions for N(·) to be orderly involve both G(·) and the Palm distribution of N1(·).


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