There are at least two distinct notions of an intensity function related to the theory of point processes.
In some literature, the intensity of a point process
is defined to be the quantity
(1)
|
provided it exists. Here, denotes probability. In particular,
it makes sense to talk about point processes having infinite
intensity, though when finite,
allows
to be rewritten so that
(2)
|
as
where here,
denotes little-O notation (Daley and Vere-Jones
2007).
Other authors define the function to be an intensity function of a point process
provided that
is a density of the intensity
measure
associated to
relative to Lebesgue measure, i.e.,if for all
Borel sets
in
,
(3)
|
where
denotes Lebesgue measure (Pawlas 2008).