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Understanding simple point processes (part 2)

This is a follow up of this previous question. I'm trying to understand the following proposition from An Introduction to the Theory of Point Processes Volume I: Elementary Theory and Methods by Daley …
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Understanding simple point processes

Background I'm studying the basic theory of Random Finite Sets (RFS), which is the name that is used in my field to denote simple point processes. A simple point process is a random variable whose out …
matteogost's user avatar