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In [[statistics]] and [[probability theory]], a '''point process''' or '''point field''' is a collection of mathematical points randomly located on some underlying mathematical space such as the real line, the Cartesian plane, or more abstract spaces. Point processes can be used as mathematical models of phenomena or objects representable as points in some type of space.

There are different mathematical interpretations of a point process, such as a random counting measure or a random set.<ref name="ChiuStoyan2013page108">{{cite book|author1=Sung Nok Chiu|author2=Dietrich Stoyan|author3=Wilfrid S. Kendall|author4=Joseph Mecke|title=Stochastic Geometry and Its Applications|url=https://books.google.com/books?id=825NfM6Nc-EC|date=27 June 2013|publisher=John Wiley & Sons|isbn=978-1-118-65825-3|page=108}}</ref><ref name="Haenggi2013page10">{{cite book|author=Martin Haenggi|title=Stochastic Geometry for Wireless Networks|url=https://books.google.com/books?id=CLtDhblwWEgC|year=2013|publisher=Cambridge University Press|isbn=978-1-107-01469-5|page=10}}</ref> Some authors regard a point process and stochastic process as two different objects such that a point process is a random object that arises from or is associated with a stochastic process,<ref name="DaleyVere-Jones2006page194">{{cite book|author1=D.J. Daley|author2=D. Vere-Jones|title=An Introduction to the Theory of Point Processes: Volume I: Elementary Theory and Methods|url=https://books.google.com/books?id=6Sv4BwAAQBAJ|date=10 April 2006|publisher=Springer Science & Business Media|isbn=978-0-387-21564-8|page=194}}</ref><ref name="CoxIsham1980page3">{{cite book|author1=D.R. Cox|author2=Valerie Isham|title=Point Processes|url=https://books.google.com/books?id=KWF2xY6s3PoC|date=17 July 1980|publisher=CRC Press|isbn=978-0-412-21910-8|page=3}}</ref> though it has been remarked that the difference between point processes and stochastic processes is not clear.<ref name="CoxIsham1980page3"/> Others consider a point process as a stochastic process, where the process is indexed by sets of the underlying space{{efn|In the context of point processes, the term "state space" can mean the space on which the point process is defined such as the real line,<ref name="Kingman1992page8">{{cite book|author=J. F. C. Kingman|title=Poisson Processes|url=https://books.google.com/books?id=VEiM-OtwDHkC|date=17 December 1992|publisher=Clarendon Press|isbn=978-0-19-159124-2|page=8}}</ref><ref name="MollerWaagepetersen2003page7">{{cite book|author1=Jesper Moller|author2=Rasmus Plenge Waagepetersen|title=Statistical Inference and Simulation for Spatial Point Processes|url=https://books.google.com/books?id=dBNOHvElXZ4C|date=25 September 2003|publisher=CRC Press|isbn=978-0-203-49693-0|page=7}}</ref> which corresponds to the index set in stochastic process terminology.}} on which it is defined, such as the real line or  <math>n</math>-dimensional Euclidean space.<ref name="KarlinTaylor2012page31">{{cite book|author1=Samuel Karlin|author2=Howard E. Taylor|title=A First Course in Stochastic Processes|url=https://books.google.com/books?id=dSDxjX9nmmMC|date=2 December 2012|publisher=Academic Press|isbn=978-0-08-057041-9|page=31}}</ref><ref name="Schmidt2014page99">{{cite book|author=Volker Schmidt|title=Stochastic Geometry, Spatial Statistics and Random Fields: Models and Algorithms|url=https://books.google.com/books?id=brsUBQAAQBAJ&pg=PR5|date=24 October 2014|publisher=Springer|isbn=978-3-319-10064-7|page=99}}</ref>  Other stochastic processes such as renewal and counting processes are studied in the theory of point processes.<ref name="DaleyVere-Jones200">{{cite book|author1=D.J. Daley|author2=D. Vere-Jones|title=An Introduction to the Theory of Point Processes: Volume I: Elementary Theory and Methods|url=https://books.google.com/books?id=6Sv4BwAAQBAJ|date=10 April 2006|publisher=Springer Science & Business Media|isbn=978-0-387-21564-8}}</ref><ref name="CoxIsham1980">{{cite book|author1=D.R. Cox|author2=Valerie Isham|title=Point Processes|url=https://books.google.com/books?id=KWF2xY6s3PoC|date=17 July 1980|publisher=CRC Press|isbn=978-0-412-21910-8}}</ref> Sometimes the term "point process" is not preferred, as historically the word "process" denoted an evolution of some system in  time, so point process is also called a random point field.<ref name="ChiuStoyan2013page109">{{cite book|author1=Sung Nok Chiu|author2=Dietrich Stoyan|author3=Wilfrid S. Kendall|author4=Joseph Mecke|title=Stochastic Geometry and Its Applications|url=https://books.google.com/books?id=825NfM6Nc-EC|date=27 June 2013|publisher=John Wiley & Sons|isbn=978-1-118-65825-3|page=109}}</ref>

Point processes are well studied objects in [[probability theory]]<ref name="Kal86">[[Olav Kallenberg|Kallenberg, O.]] (1986). ''Random Measures'', 4th edition. Academic Press, New York, London; Akademie-Verlag, Berlin. {{isbn|0-12-394960-2}}, {{MR|854102}}.</ref><ref name="DVJ88">Daley, D.J, Vere-Jones, D. (1988). ''An Introduction to the Theory of Point Processes''. Springer, New York. {{isbn|0-387-96666-8}}, {{MR|950166}}.</ref> and the subject of powerful tools in [[statistics]] for modeling and analyzing [[spatial data analysis|spatial data]],<ref name="Dig03">Diggle, P. (2003). ''Statistical Analysis of Spatial Point Patterns'', 2nd edition. Arnold, London. {{isbn|0-340-74070-1}}.</ref><ref>Baddeley, A. (2006). Spatial point processes and their applications.
In A. Baddeley, I. Bárány, R. Schneider, and W. Weil, editors, ''Stochastic Geometry: Lectures given at the C.I.M.E. Summer School held in Martina Franca, Italy, September 13–18, 2004'', Lecture Notes in Mathematics 1892, Springer. {{isbn|3-540-38174-0}}, pp. 1–75</ref> which is of interest in such diverse disciplines as forestry, plant ecology, epidemiology, geography, seismology, materials science, astronomy, telecommunications, computational neuroscience,<ref>{{cite journal | author = Brown E. N., Kass R. E., Mitra P. P. | year = 2004 | title = Multiple neural spike train data analysis: state-of-the-art and future challenges | url = | journal = Nature Neuroscience | volume = 7 | issue = 5| pages = 456–461 | doi = 10.1038/nn1228 | pmid = 15114358 }}</ref> economics<ref>{{cite journal | author = Engle Robert F., Lunde Asger | year = 2003 | title = Trades and Quotes: A Bivariate Point Process | url =https://escholarship.org/content/qt8bh079sq/qt8bh079sq.pdf?t=li5awc | journal = Journal of Financial Econometrics | volume = 1 | issue = 2| pages = 159–188 | doi=10.1093/jjfinec/nbg011}}</ref> and others.

Point processes on the real line form an important special case that is particularly amenable to study,<ref name="LB95">Last, G., Brandt, A. (1995).''Marked point processes on the real line: The dynamic approach.'' Probability and its Applications. Springer, New York. {{isbn|0-387-94547-4}}, {{MR|1353912}}</ref> because the points are ordered in a natural way, and the whole point process can be described completely by the (random) intervals between the points. These point processes are frequently used as models for random events in time, such as the arrival of customers in a queue ([[queueing theory]]), of impulses in a neuron ([[computational neuroscience]]), particles in a [[Geiger counter]], location of radio stations in a [[telecommunication network]]<ref name ="Gilbert61">{{cite journal | author = Gilbert E.N. | authorlink = Edgar N. Gilbert | year = 1961 | title = Random plane networks | url = | journal = Journal of the Society for Industrial and Applied Mathematics | volume = 9 | issue = 4 | pages = 533–543 | doi = 10.1137/0109045 }}</ref> or of searches on the [[world-wide web]].

==General point process theory==
In mathematics, a point process is a [[random element]] whose values are "point patterns" on a [[Set (mathematics)|set]] ''S''. While in the exact mathematical definition a point pattern is specified as a [[Locally finite measure|locally finite]] [[counting measure]], it is sufficient for more applied purposes to think of a point pattern as a [[countable set|countable]] subset of ''S'' that has no [[limit point]]s.{{clarify|date=October 2011}}

===Definition===
Let ''S'' be a [[locally compact space|locally compact]] [[second-countable space|second countable]] [[Hausdorff space]] equipped with its [[Borel sigma-algebra|Borel &sigma;-algebra]] ''B''(''S''). Write <math>\mathfrak{N}</math> for the set of [[locally finite measure|locally finite]] counting measures on ''S'' and <math>\mathcal{N}</math> for the smallest [[sigma-algebra|&sigma;-algebra]] on <math>\mathfrak{N}</math> that renders all the point counts

:<math>\varrho \mapsto \varrho(B) \colon \mathfrak{N} \to \mathbb{Z}_{+} </math>

measurable for all [[relatively compact subset|relatively compact sets]] ''B'' in ''B''(''S'').<br />
A '''point process''' on ''S'' is a measurable map

:<math>\xi:\Omega\to \mathfrak{N}</math>

from a [[probability space]] <math>(\Omega, \mathcal F, P)</math> to the [[measurable space]] <math>(\mathfrak{N},\mathcal{N})</math>.

By this definition, a point process is a special case of a [[random measure]].

The most common example for the state space ''S'' is the Euclidean space '''R'''<sup>''n''</sup> or a subset thereof, where a particularly interesting special case is given by the real half-line [0,∞). However, point processes are not limited to these examples and may among other things also be used if the points are themselves compact subsets of '''R'''<sup>''n''</sup>, in which case ''ξ'' is usually referred to as a ''particle process''.

It has been noted{{Citation needed|date=June 2007}} that the term ''point process'' is not a very good one if ''S'' is not a subset of the real line, as it might suggest that ξ is a [[stochastic process]]. However, the term is well established and uncontested even in the general case.

===Representation===

Every instance (or event) of a point process ξ can be represented as

:<math> \xi=\sum_{i=1}^n \delta_{X_i}, </math>

where <math>\delta</math> denotes the [[Dirac measure]], ''n'' is an integer-valued random variable and <math>X_i</math> are random elements of ''S''. If <math>X_i</math>'s are [[almost surely]] distinct (or equivalently, almost surely <math>\xi(x) \leq 1</math> for all <math>x \in \mathbb{R}^d </math>), then the point process is known as ''[[simple point process|simple]]''.

Another different but useful representation of an event (an event in the event space, i.e. a series of points) is the counting notation, where each instance is represented as an <math>N(t)</math> function, a continuous function which takes integer values: <math>N:{\mathbb R}\rightarrow {\mathbb Z^+}</math>:
:<math> N(t_1, t_2)=\int_{t_1}^{t_2} \xi(t) dt </math>
which is the number of events in the observation interval <math>(t_1,t_2]</math>. It is sometimes shown as <math>N_{t_1,t_2}</math> and <math>N_T</math> or <math>N(T)</math> means <math>N_{0,T}</math>.

===Expectation measure===
{{main|Intensity measure}}

The ''expectation measure'' ''Eξ'' (also known as  ''mean measure'') of a point process ξ is a measure on ''S'' that assigns to every Borel subset ''B'' of ''S'' the expected number of points of ''ξ'' in ''B''. That is,

:<math>E \xi (B) := E \bigl( \xi(B) \bigr) \quad \text{for every } B \in \mathcal{B}.</math>

===Laplace functional===

The ''Laplace functional'' <math>\Psi_{N}(f)</math> of a point process ''N'' is a
map from the set of all positive valued functions ''f'' on the state space of ''N'', to <math>[0,\infty)</math> defined as follows:

:<math> \Psi_N(f)=E[\exp(-N(f))]  </math>

They play a similar role as the [[Characteristic function (probability theory)|characteristic functions]] for [[random variable]]. One important theorem says that: two point processes have the same law if their Laplace functionals are equal.

===Moment measure===

{{Main|Moment measure}}

The <math>n</math>th power of a point process, <math> \xi^n, </math> is defined on the product space <math>S^n</math> as follows :

:<math> \xi^n(A_1 \times \cdots \times A_n) = \prod_{i=1}^n \xi(A_i) </math>

By [[monotone class theorem]], this uniquely defines the product measure on  <math>(S^n,B(S^n)).</math> The expectation <math> E \xi^n(\cdot)</math> is called
the <math>n</math> th [[moment measure]]. The first moment measure is the mean measure.

Let <math>S = \mathbb{R}^d</math> . The ''joint intensities'' of a point process <math>\xi</math> w.r.t. the [[Lebesgue measure]] are functions <math>\rho^{(k)} :(\mathbb{R}^d)^k \to [0,\infty) </math> such that for any disjoint bounded Borel subsets <math>B_1,\ldots,B_k </math>

: <math> E\left(\prod_i \xi(B_i)\right) = \int_{B_1 \times \cdots \times B_k} \rho^{(k)}(x_1,\ldots,x_k) \, dx_1\cdots dx_k . </math>

Joint intensities do not always exist for point processes. Given that [[Moment (mathematics)|moments]] of a [[random variable]] determine the random variable in many cases, a similar result is to be expected for joint intensities. Indeed, this has been shown in many cases.<ref name="DVJ88" />

===Stationarity===

A point process <math> \xi \subset \mathbb{R}^d</math> is said to be ''stationary'' if <math> \xi + x := \sum_{i=1}^N \delta_{X_i + x} </math> has the same distribution as <math> \xi </math> for all <math> x \in \mathbb{R}^d.</math> For a stationary point process, the mean measure <math> E \xi (\cdot) = \lambda \|\cdot\| </math> for some constant <math>\lambda \geq 0</math> and where <math>\|\cdot\|</math> stands for the Lebesgue measure. This <math>\lambda</math> is called the ''intensity'' of the point process. A stationary point process on <math>\mathbb{R}^d</math> has almost surely either 0 or an infinite number of points in total. For more on stationary point processes and random measure, refer to Chapter 12 of Daley & Vere-Jones.<ref name="DVJ88" /> It is to be noted that stationarity has been defined and studied for point processes in more general spaces than <math>\mathbb{R}^d</math>.

==Examples of point processes==

We shall see some examples of point processes in <math>\mathbb{R}^d.</math>

===Poisson point process===
{{Main|Poisson point process}}
The simplest and most ubiquitous example of a point process is the ''Poisson point process'', which is a spatial generalisation of the [[Poisson process]]. A Poisson (counting) process on the line can be characterised by two properties : the number of points (or events) in disjoint intervals are independent and have a [[Poisson distribution]]. A Poisson point process can also be defined using these two properties. Namely, we say that a point process <math>\xi</math> is a Poisson point process if the following two conditions hold

1) <math>\xi(B_1),\ldots,\xi(B_n)</math> are independent for disjoint subsets
<math>B_1,\ldots,B_n.</math>

2) For any bounded subset <math>B</math>, <math>\xi(B)</math> has a [[Poisson distribution]] with parameter <math>\lambda  \|B\|,</math> where
<math>\|\cdot\|</math> denotes the [[Lebesgue measure]].

The two conditions can be combined together and written as follows : For any disjoint bounded subsets <math> B_1,\ldots,B_n </math> and non-negative integers <math>k_1,\ldots,k_n</math> we have that

:<math>\Pr[\xi(B_i) = k_i, 1 \leq i \leq n] = \prod_i e^{-\lambda \|B_i\|}\frac{(\lambda \|B_i\|)^{k_i}}{k_i!}.</math>

The constant <math>\lambda</math> is called the intensity of the Poisson point process. Note that the Poisson point process is characterised by the single parameter <math>\lambda.</math> It is a simple, stationary point process.
To be more specific one calls the above point process, a homogeneous Poisson point process. An [[inhomogeneous Poisson process]] is defined as above but by replacing <math>\lambda \|B\|</math> with <math>\stackrel{}{} \int_B\lambda(x) \, dx</math> where <math>\lambda </math> is a non-negative function on <math>\mathbb{R}^d.</math>

===Cox point process===

A [[Cox process]] (named after [[David Cox (statistician)|Sir David Cox]]) is a generalisation of the Poisson point process, in that we use [[random measure]]s in place of <math>\lambda \|B\|</math>. More formally, let <math>\Lambda</math> be a [[random measure]]. A Cox point process driven by the [[random measure]] <math>\Lambda</math> is the point process <math>\xi</math> with the following two properties :

#Given <math>\Lambda(\cdot)</math>, <math>\xi(B)</math> is Poisson distributed with parameter <math>\Lambda(B)</math> for any bounded subset <math>B.</math>
#For any finite collection of disjoint subsets <math>B_1,\ldots,B_n</math> and conditioned on <math>\Lambda(B_1),\ldots,\Lambda(B_n),</math> we have that <math>\xi(B_1),\ldots,\xi(B_n)</math> are independent.

It is easy to see that Poisson point process (homogeneous and inhomogeneous) follow as special cases of Cox point processes. The mean measure of a Cox point process is <math>E \xi(\cdot) = E \Lambda(\cdot)</math> and thus in the special case of a Poisson point process, it is <math>\lambda\|\cdot\|.</math>

For a Cox point process, <math>\Lambda(\cdot)</math> is called the ''intensity measure''. Further, if <math>\Lambda(\cdot)</math> has a (random) density ([[Radon–Nikodym theorem|Radon–Nikodym derivative]]) <math>\lambda(\cdot)</math> i.e.,
:<math>\Lambda(B) \stackrel{\text{a.s.}}{=} \int_B \lambda(x) \, dx,</math>
then <math>\lambda(\cdot)</math> is called the ''intensity field'' of the Cox point process. Stationarity of the intensity measures or intensity fields imply the stationarity of the corresponding Cox point processes.

There have been many specific classes of Cox point processes that have been studied in detail such as:
*Log Gaussian Cox point processes:<ref name="Moller98">{{Cite journal | last1 = Moller | first1 = J. | last2 = Syversveen | first2 = A. R. | last3 = Waagepetersen | first3 = R. P. | doi = 10.1111/1467-9469.00115 | title = Log Gaussian Cox Processes | journal = Scandinavian Journal of Statistics | volume = 25 | issue = 3 | pages = 451 | year = 1998 | pmid =  | pmc = | citeseerx = 10.1.1.71.6732 }}</ref>  <math>\lambda(y) = \exp(X(y))</math> for a [[Gaussian random field]] <math>X(.)</math>
*Shot noise Cox point processes:,<ref name = "Moller03">Moller, J. (2003) Shot noise Cox processes, '' Adv. Appl. Prob.'', '''35'''.{{Page needed|date=October 2011}}</ref>  <math>\lambda(y)= \sum_{X \in \Phi} h(X,y)</math> for a Poisson point process <math>\Phi(\cdot)</math> and kernel <math>h(\cdot , \cdot)</math>
*Generalised shot noise Cox point processes:<ref name = "Moller05">Moller, J. and Torrisi, G.L. (2005) "Generalised Shot noise Cox processes", '' Adv. Appl. Prob.'', '''37'''.</ref> <math>\lambda(y)= \sum_{X \in \Phi} h(X,y)</math> for a point process <math>\Phi(\cdot)</math> and kernel <math>h(. , .)</math>
*Lévy based Cox point processes:<ref name = "Hellmund08">Hellmund, G., Prokesova, M. and Vedel Jensen, E.B. (2008)
"Lévy-based Cox point processes", '' Adv. Appl. Prob.'', '''40'''. {{Page needed|date=October 2011}}</ref> <math>\lambda(y)= \int h(x,y)L(dx)</math> for a Lévy basis <math>L(\cdot)</math> and kernel <math>h(. , .)</math>, and
*Permanental Cox point processes:<ref name = "Mccullagh06">Mccullagh,P. and Moller, J. (2006) "The permanental processes", '' Adv. Appl. Prob.'', '''38'''.{{Page needed|date=June 2011}}</ref> <math>\lambda(y) = X_1^2(y) + \cdots + X_k^2(y)</math> for ''k'' independent Gaussian random fields <math>X_i(\cdot)</math>'s
*Sigmoidal Gaussian Cox point processes:<ref name="Adams09">Adams, R. P., Murray, I. MacKay, D. J. C. (2009) "Tractable inference in Poisson processes with Gaussian process intensities", ''Proceedings of the 26th International Conference on Machine Learning'' {{doi|10.1145/1553374.1553376}}</ref>  <math>\lambda(y) = \lambda^{\star}/(1+\exp(-X(y)))</math> for a Gaussian random field <math>X(\cdot)</math> and random <math>\lambda^\star > 0</math>

By Jensen's inequality, one can verify that Cox point processes satisfy the following inequality: for all bounded Borel subsets <math>B</math>,

:<math> \operatorname{Var}(\xi(B)) \geq \operatorname{Var}(\xi_{\alpha}(B)) ,</math>

where <math>\xi_\alpha</math> stands for a Poisson point process with intensity measure <math>\alpha(\cdot) := E \xi(\cdot) = E \Lambda(\cdot).</math> Thus points are distributed with greater variability in a Cox point process compared to a Poisson point process. This is sometimes called ''clustering'' or ''attractive property'' of the Cox point process.

=== Determinantal point processes ===

An important class of point processes, with applications to [[physics]], [[random matrix theory]], and [[combinatorics]], is that of [[determinantal point process]]es.<ref name=GAF>Hough, J. B., Krishnapur, M., Peres, Y., and Virág, B., Zeros of Gaussian analytic functions and determinantal point processes. University Lecture Series, 51. American Mathematical Society, Providence, RI, 2009.</ref>

=== Hawkes (self-exciting) processes ===
A Hawkes process <math>N_t</math>, also known as a self-exciting counting process, is a simple point process whose conditional intensity can be expressed as

<math>\begin{array}{ll}
  \lambda (t) & = \mu (t) + \int_{- \infty}^t \nu (t - s) d N_s\\
  & = \mu (t) + \sum_{T_k < t} \nu (t - T_k)
\end{array}</math>

where  <math>\nu : \mathbb{R}^+ \rightarrow \mathbb{R}^+</math> is a kernel function which expresses the positive influence of past events <math>T_i</math> on the current value of the intensity process <math>\lambda (t)</math>, <math>\mu (t)</math> is a possibly non-stationary function representing the expected, predictable, or deterministic part of the intensity, and <math>\{ T_i : T_i < T_{i + 1} \} \in \mathbb{R}</math> is the time of occurrence of the i-th event of the process.{{citation needed|date=November 2017}}
=== Geometric processes ===
Given a sequence of non-negative random variables :<math> \{X_k,k=1,2, \dots\} </math>, if they are independent and the cdf of <math> X_k </math> is given by <math>F(a^{k-1}x)</math> for <math> k=1,2, \dots </math>, where <math>a </math> is a positive constant, then <math>\{X_k,k=1,2,\ldots\}</math> is called a geometric process (GP) <ref>{{Cite journal |doi = 10.1007/BF02007241|title = Geometric processes and replacement problem|journal = Acta Mathematicae Applicatae Sinica|volume = 4|issue = 4|pages = 366–377|year = 1988|last1 = Lin|first1 = Ye (Lam Yeh)}}</ref>. 

The geometric process has several extensions, including the ''α- series process''<ref>{{Cite journal |doi = 10.1002/nav.20099|title = Properties of the geometric and related processes|journal = Naval Research Logistics|volume = 52|issue = 7|pages = 607–616|year = 2005|last1 = Braun|first1 = W. John|last2 = Li|first2 = Wei|last3 = Zhao|first3 = Yiqiang Q.|citeseerx = 10.1.1.113.9550}}</ref> and the ''doubly geometric process'' <ref>{{Cite journal |doi = 10.1057/s41274-017-0217-4|title = Doubly geometric processes and applications|journal = Journal of the Operational Research Society|volume = 69|pages = 66–77|year = 2018|last1 = Wu|first1 = Shaomin|url = https://kar.kent.ac.uk/60730/1/JORS_Wu.pdf}}</ref>.

==Point processes on the real half-line==

Historically the first point processes that were studied had the real half line '''R'''<sub>+</sub> = [0,∞) as their state space, which in this context is usually interpreted as time. These studies were motivated by the wish to model telecommunication systems,<ref>Palm, C. (1943). Intensitätsschwankungen im Fernsprechverkehr (German).
''Ericsson Technics'' no. 44, (1943). {{MR|11402}}</ref> in which the points represented events in time, such as calls to a telephone exchange.

Point processes on '''R'''<sub>+</sub> are typically described by giving the sequence of their (random) inter-event times (''T''<sub>1</sub>,&nbsp;''T''<sub>2</sub>,&nbsp;...), from which the actual sequence (''X''<sub>1</sub>,&nbsp;''X''<sub>2</sub>,&nbsp;...) of event times can be obtained as

:<math> X_k = \sum_{j=1}^{k} T_j \quad \text{for } k \geq 1. </math>

If the inter-event times are independent and identically distributed, the point process obtained is called a [[renewal theory|''renewal process'']].

=== Intensity of a point process ===
The ''intensity'' ''λ''(''t''&nbsp;|&nbsp;''H''<sub>''t''</sub>)  of a point process on the real half-line with respect to a filtration  ''H''<sub>''t''</sub>  is defined as
:<math>
\lambda(t \mid H_t)=\lim_{\Delta t\to 0}\frac{1}{\Delta t}\Pr(\text{One event occurs in the time-interval}\,[t,t+\Delta t] \mid H_t) ,</math>
''H''<sub>''t''</sub> can denote the history of event-point times preceding time ''t'' but can also correspond to other filtrations (for example in the case of a Cox process).

In the <math>N(t)</math>-notation, this can be written in a more compact form:
<math>\lambda(t \mid H_t)=\lim_{\Delta t\to 0}\frac{1}{\Delta t}\Pr(N(t+\Delta t)-N(t)=1 \mid H_t)</math>.

The ''compensator'' of a point process, also known as the ''dual-predictable projection'', is the integrated conditional intensity function defined by

<math>\Lambda^{} (s_{}, u) = \int_s^u \lambda^{} (t | H_t) \mathrm{d} t</math>

== Related functions==

===Papangelou intensity function===

The ''Papangelou intensity function'' of a point process <math>N</math> in the <math>n</math>-dimensional Euclidean space <math>
\mathbb{R}^n</math>
is defined as

: <math>
\lambda_p(x)=\lim_{\delta \to 0}\frac{1}{|B_\delta (x)|}{P}\{\text{One event occurs in } \,B_\delta(x)\mid \sigma[N(\mathbb{R}^n \setminus B_\delta(x))] \} ,
</math>

where <math>B_\delta (x)</math> is the ball centered at <math>x</math> of a radius <math>\delta</math>, and <math>\sigma[N(\mathbb{R}^n \setminus B_\delta(x))]</math>  denotes  the information of the point process <math>N</math>
outside <math>B_\delta(x)</math>.

=== Likelihood function ===
The logarithmic likelihood of a parameterized simple point process conditional upon some observed data is written as

<math>\ln \mathcal{L} (N (t)_{t \in [0, T]})=\int_0^T (1 - \lambda (s)) d s + \int_0^T \ln \lambda (s) d N_s
</math><ref>{{Cite journal|last=Rubin|first=I.|date=Sep 1972|title=Regular point processes and their detection|url=|journal=IEEE Transactions on Information Theory|volume=18|issue=5|pages=547–557|doi=10.1109/tit.1972.1054897}}</ref>

==Point processes in spatial statistics==

The analysis of point pattern data in a compact subset ''S'' of '''R'''<sup>''n''</sup> is a major object of study within [[spatial statistics]]. Such data appear in a broad range of disciplines,<ref>Baddeley, A., Gregori, P., Mateu, J., Stoica, R., and Stoyan, D., editors (2006). ''Case Studies in Spatial Point Pattern Modelling'', Lecture Notes in Statistics No. 185. Springer, New York.
{{isbn|0-387-28311-0}}.</ref> amongst which are

*forestry and plant ecology (positions of trees or plants in general)
*epidemiology (home locations of infected patients)
*zoology (burrows or nests of animals)
*geography (positions of human settlements, towns or cities)
*seismology (epicenters of earthquakes)
*materials science (positions of defects in industrial materials)
*astronomy (locations of stars or galaxies)
*computational neuroscience (spikes of neurons).

The need to use point processes to model these kinds of data lies in their inherent spatial structure. Accordingly, a first question of interest is often whether the given data exhibit [[complete spatial randomness]] (i.e. are a realization of a spatial [[Poisson process]]) as opposed to exhibiting either spatial aggregation or spatial inhibition.

In contrast, many datasets considered in classical [[multivariate statistics]] consist of independently generated datapoints that may be governed by one or several covariates (typically non-spatial).

Apart from the applications in spatial statistics, point processes are one of the fundamental objects in [[stochastic geometry]]. Research has also focussed extensively on various models built on point processes such as Voronoi Tessellations, Random geometric graphs, Boolean model etc.

== See also ==
*[[Empirical measure]]
*[[Random measure]]
*[[Point process notation]]
*[[Point process operation]]
*[[Poisson process]]
*[[Renewal theory]]
*[[Invariant measure]]
*[[Transfer operator]]
*[[Koopman operator]]
*[[Shift operator]]

==Notes==
{{notelist}}

==References==
{{Reflist|30em}}

{{Stochastic processes}}

{{DEFAULTSORT:Point Process}}
[[Category:Statistical data types]]
[[Category:Point processes| ]]
[[Category:Spatial processes]]