B2.13

Applied Probability | Part II, 2004

Let MM be a Poisson random measure of intensity λ\lambda on the plane R2\mathbb{R}^{2}. Denote by C(r)C(r) the circle {xR2:x<r}\left\{x \in \mathbb{R}^{2}:\|x\|<r\right\} of radius rr in R2\mathbb{R}^{2} centred at the origin and let RkR_{k} be the largest radius such that C(Rk)C\left(R_{k}\right) contains precisely kk points of MM. [Thus C(R0)C\left(R_{0}\right) is the largest circle about the origin containing no points of M,C(R1)M, C\left(R_{1}\right) is the largest circle about the origin containing a single point of MM, and so on.] Calculate ER0,ER1\mathbb{E} R_{0}, \mathbb{E} R_{1} and ER2\mathbb{E} R_{2}.

Now let NN be a Poisson random measure of intensity λ\lambda on the line R1\mathbb{R}^{1}. Let LkL_{k} be the length of the largest open interval that covers the origin and contains precisely kk points of NN. [Thus L0L_{0} gives the length of the largest interval containing the origin but no points of N,L1N, L_{1} gives the length of the largest interval containing the origin and a single point of NN, and so on.] Calculate EL0,EL1\mathbb{E} L_{0}, \mathbb{E} L_{1} and EL2\mathbb{E} L_{2}.

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