Short proof of the conditioning property for multi-dimensional Poisson point processes
Nicolas Lanchier
Published: 2025/8/29
Abstract
Poisson processes and one-dimensional Poisson point processes satisfy three main properties: superposition, thinning, and conditioning. The proof of the first two relies on basic estimates involving the Poisson distribution that are also true for multi-dimensional Poisson point processes. In contrast, the proof of conditioning uses that the distances between consecutive occurrences in time or entities in space are independent and exponentially distributed, which is nonsensical in higher dimensions. This paper gives a short proof of the conditioning property for multi-dimensional Poisson point processes.