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Fix some $r >0$ and let $\mathcal P$ be a unit intensity Poisson point process on $\mathbb R^d - \mathbb B(0,r)$. Let $W_t = \cup_{s \leq t} \mathbb B(B_t,r)$ be the Brownian sausage around a Brownian motion $B_t$ started from $\mathbf 0$. Run the process until the time $\tau = \inf \{ t \colon W_t \cap \mathcal P \neq \emptyset\}$ that the sausage hits a point in $\mathcal P$.

Now, let $\mathcal P'$ be an independent unit intensity Poisson point process. Define the set $$\mathcal P'' = (\mathcal P - W_\tau) \cup (\mathcal P' \cap W_\tau).$$ So we are taking out the point that $W_\tau$ hit and putting back in $W_\tau \cap \mathcal P'$.

Is $\mathcal P''$ a unit intensity Poison point process on $\mathbb R^d$?

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  • $\begingroup$ Note that it could happen that $W_0$ already contains more than one point of $\mathcal{P}$. Thus you cannot necessarily speak of the point that $W_\tau$ hit. $\endgroup$
    – Nate Eldredge
    Dec 3, 2017 at 19:25
  • $\begingroup$ Thanks. I fixed this in the question statement by clearing out an empty ball around the origin. $\endgroup$
    – Matthew Junge
    Dec 3, 2017 at 21:53

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See the appendix of this paper on the Brownian frog model: https://arxiv.org/abs/1710.05811.

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