Estimating R: Marking and Convergence

This lecture covers the estimation of R in Poisson processes, focusing on marking points to create new processes and the convergence of point processes. The Slyvniak-Mecke theorem and Rényi's theorem are presented, showing how to attach random variables to points and the conditions for a process to be Poisson. The convergence of point processes is discussed, highlighting the weak convergence and Laplace functionals. Examples and simulations are used to illustrate the concepts.