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CAT#C2654_TitlePage 7/2/03 9:41 AM Page 1

Statistical Inference
and Simulation
for Spatial Point
Processes

Jesper Møller
Rasmus Plenge Waagepetersen

CHAPMAN & HALL/CRC

A CRC Press Company
Boca Raton London New York Washington, D.C.

© 2004 by Chapman & Hall/CRC

C2654 disclaimer Page 1 Monday, August 18, 2003 2:02 PM

Library of Congress Cataloging-in-Publication Data

Møller, Jesper.
Statistical inference and simulation for spatial point processes / Jesper Møller and
Rasmus Plenge Waagepetersen.
p. cm.
Includes bibliographical references and index.
ISBN 1-58488-265-4 (alk. paper)
1. Point processes. 2. Spatial analysis (Statistics) I. Waagepetersen, Rasmus Plenge. II.
Title.

QA274.42.M65 2003
519.2¢3—dc22 2003058463

This book contains information obtained from authentic and highly regarded sources. Reprinted material
is quoted with permission, and sources are indicated. A wide variety of references are listed. Reasonable
efforts have been made to publish reliable data and information, but the author and the publisher cannot
assume responsibility for the validity of all materials or for the consequences of their use.

Neither this book nor any part may be reproduced or transmitted in any form or by any means, electronic
or mechanical, including photocopying, microÞlming, and recording, or by any information storage or
retrieval system, without prior permission in writing from the publisher.

The consent of CRC Press LLC does not extend to copying for general distribution, for promotion, for
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for such copying.

Direct all inquiries to CRC Press LLC, 2000 N.W. Corporate Blvd., Boca Raton, Florida 33431.

Trademark Notice: Product or corporate names may be trademarks or registered trademarks, and are
used only for identiÞcation and explanation, without intent to infringe.

Visit the CRC Press Web site at www.crcpress.com

© 2004 by Chapman & Hall/CRC

No claim to original U.S. Government works

International Standard Book Number 1-58488-265-4
Library of Congress Card Number 2003058463
Printed in the United States of America 1 2 3 4 5 6 7 8 9 0
Printed on acid-free paper
 Contents

Preface

Acknowledgments

1 Examples of spatial p oint patterns

2 Intro duction to p oint pro cesses

2.1 Point processes on Rd
2.2 Marked point processes and multivariate point processes
2.3 Unified framework
2.3.1 Characterisation using void events
2.3.2 Characterisation using the generating functional
2.3.3 The standard proof
2.4 Space-time processes

3 Poisson p oint pro cesses

3.1 Basic properties
3.1.1 Definitions
3.1.2 Existence and independent scattering property
3.1.3 Constructions of stationary Poisson processes
3.2 Further results
3.2.1 Slivnyak-Mecke’s theorem
3.2.2 Superpositioning and thinning
3.2.3 Simulation of Poisson processes
3.2.4 Densities for Poisson processes
3.3 Marked Poisson processes
3.3.1 Random independent displacements of the points
in a Poisson process
3.3.2 Multivariate Poisson processes and random la-
belling

4 Summary statistics
4.1 First and second order properties
4.1.1 Basic definitions and results

© 2004 by Chapman & Hall/CRC

 4.1.2 The second order reduced moment measure
4.2 Summary statistics
4.2.1 Second order summary statistics
4.2.2 Directional K-functions
4.2.3 Summary statistics based on interpoint distances
4.3 Nonparametric estimation
4.3.1 Nonparametric estimation of intensity functions
4.3.2 Nonparametric estimation of K and L
4.3.3 Edge correction
4.3.4 Envelopes for summary statistics
4.3.5 Nonparametric estimation of g
4.3.6 Nonparametric estimation of F , G, and J-functions
4.4 Summary statistics for multivariate point processes
4.4.1 Definitions and properties
4.4.2 The stationary case
4.4.3 Nonparametric estimation
4.5 Summary statistics for marked point processes

5 Cox pro cesses

5.1 Definition and simple examples
5.2 Basic properties
5.3 Neyman-Scott processes as Cox processes
5.4 Shot noise Cox processes
5.4.1 Shot noise Cox processes as cluster processes
5.4.2 Relation to marked point processes
5.4.3 Examples
5.4.4 Summary statistics
5.5 Approximate simulation of SNCPs
5.6 Log Gaussian Cox processes
5.6.1 Conditions on the covariance function
5.6.2 Summary statistics
5.7 Simulation of Gaussian fields and LGCPs
5.8 Multivariate Cox processes
5.8.1 Summary statistics
5.8.2 Multivariate log Gaussian Cox processes
5.8.3 Multivariate shot noise Cox processes

6 Markov p oint pro cesses

6.1 Finite point processes with a density
6.1.1 Papangelou conditional intensity and stability
conditions
6.2 Pairwise interaction point processes
6.2.1 Definitions and properties

© 2004 by Chapman & Hall/CRC

 6.2.2 Examples of pairwise interaction point processes
6.3 Markov point processes
6.3.1 Definition and characterisation
6.3.2 Examples
6.3.3 A spatial Markov property
6.4 Extensions of Markov point processes to Rd
6.4.1 Infinite Gibbs point processes
6.4.2 Summary statistics
6.5 Inhomogeneous Markov point processes
6.5.1 First order inhomogeneity
6.5.2 Thinning of homogeneous Markov point processes
6.5.3 Transformation of homogeneous Markov point
processes
6.6 Marked and multivariate Markov point processes
6.6.1 Finite marked and multivariate point processes
with a density
6.6.2 Definition and characterisation of marked and
multivariate Markov point processes
6.6.3 Examples of marked and multivariate Markov
point processes
6.6.4 Summary statistics for multivariate Markov point
processes

7 Metrop olis-Hastings algorithms

7.1 Description of algorithms
7.1.1 Metropolis-Hastings algorithms for the conditional
case of point processes with a density
7.1.2 Metropolis-Hastings algorithms for the uncondi-
tional case
7.1.3 Simulation of marked and multivariate point
processes with a density
7.2 Background material for Markov chains
7.2.1 Irreducibility and Harris recurrence
7.2.2 Aperiodicity and ergodicity
7.2.3 Geometric and uniform ergodicity
7.3 Convergence properties of algorithms
7.3.1 The conditional case
7.3.2 The unconditional case
7.3.3 The case of marked and multivariate point pro-
cesses

8 Simulation-based inference
8.1 Monte Carlo methods and output analysis

© 2004 by Chapman & Hall/CRC

 8.1.1 Ergodic averages
8.1.2 Assessment of convergence
8.1.3 Estimation of correlations and asymptotic vari-
ances
8.1.4 Subsampling
8.2 Estimation of ratios of normalising constants
8.2.1 Setting and assumptions
8.2.2 Exponential family models
8.2.3 Importance sampling
8.2.4 Bridge sampling and related methods
8.2.5 Path sampling
8.3 Approximate likelihood inference using MCMC
8.3.1 Some basic ingredients in likelihood inference
8.3.2 Estimation and maximisation of log likelihood
functions
8.4 Monte Carlo error
8.5 Distribution of estimates and hypothesis tests
8.6 Approximate missing data likelihoods
8.6.1 Importance, bridge, and path sampling for missing
data likelihoods
8.6.2 Derivatives and approximate maximum likelihood
estimates
8.6.3 Monte Carlo EM algorithm

9 Inference for Markov p oint pro cesses

9.1 Maximum likelihood inference
9.1.1 Likelihood functions for Markov point processes
9.1.2 Conditioning on the number of points
9.1.3 Asymptotic properties of maximum likelihood
estimates
9.1.4 Monte Carlo maximum likelihood
9.1.5 Examples
9.2 Pseudo likelihood
9.2.1 Pseudo likelihood functions
9.2.2 Practical implementation of pseudo likelihood
estimation
9.2.3 Consistency and asymptotic normality of pseudo
likelihood estimates
9.2.4 Relation to Takacs-Fiksel estimation
9.2.5 Time-space processes
9.3 Bayesian inference

10 Inference for Cox pro cesses

© 2004 by Chapman & Hall/CRC

 10.1 Minimum contrast estimation
10.2 Conditional simulation and prediction
10.2.1 Conditional simulation for Neyman-Scott processes
10.2.2 Conditional simulation for SNCPs
10.2.3 Conditional simulation for LGCPs
10.3 Maximum likelihood inference
10.3.1 Likelihood inference for a Thomas process
10.3.2 Likelihood inference for a Poisson-gamma process
10.3.3 Likelihood inference for LGCPs
10.4 Bayesian inference
10.4.1 Bayesian inference for cluster processes

11 Birth-death pro cesses and p erfect simulation

11.1 Spatial birth-death processes
11.1.1 General definition and description of spatial birth-
death processes
11.1.2 General algorithms
11.1.3 Simulation of spatial point processes with a density
11.1.4 A useful coupling construction in the locally stable
and constant death rate case
11.1.5 Ergodic averages for spatial birth-death processes
11.2 Perfect simulation
11.2.1 General CFTP algorithms
11.2.2 Propp-Wilson’s CFTP algorithm
11.2.3 Propp-Wilson’s monotone CFTP algorithm
11.2.4 Perfect simulation of continuum Ising models
11.2.5 Read-once algorithm
11.2.6 Dominated CFTP
11.2.7 Clans of ancestors
11.2.8 Empirical findings
11.2.9 Other perfect simulation algorithms

App endices

A History, bibliography, and software

A.1 Brief history
A.2 Brief bibliography
A.3 Software

B Measure theoretical details

B.1 Preliminaries
B.2 Formal definition of point processes
B.3 Some useful conditions and results

© 2004 by Chapman & Hall/CRC

 C Moment measures and Palm distributions
C.1 Moment measures
C.1.1 Moment measures in a general setting
C.1.2 The second order reduced moment measure
C.2 Campbell measures and Palm distributions
C.2.1 Campbell measures and Palm distributions in a
general setting
C.2.2 Palm distributions in the stationary case
C.2.3 Interpretation of K and G as Palm expectations

D Perfect simulation of SNCPs

E Simulation of Gaussian fields

F Nearest-neighb our Markov p oint pro cesses

F.1 Definition and characterisation
F.2 Examples
F.3 Connected component Markov point processes

G Results for spatial birth-death pro cesses

G.1 Jump processes
G.2 Coupling constructions
G.3 Detailed balance
G.4 Ergodicity properties

References

© 2004 by Chapman & Hall/CRC

 Preface

Spatial point processes are used to model point patterns where the points
typically are positions or centres of objects in a two- or three-dimensional
region. The points may be decorated with marks (such as sizes or types
of the objects) whereby marked point processes are obtained. The areas
of applications are manifold and include astronomy, ecology, forestry,
geography, image analysis, and spatial epidemiology. For more than 30
years spatial point processes have been a major area of research in spa-
tial statistics, see e.g. Ripley (1977, 1981), Diggle (1983), Cressie (1993),
Stoyan & Stoyan (1994), Stoyan, Kendall & Mecke (1995), and van
Lieshout (2000). We expect that research in spatial point processes will
continue to be of importance as new technology makes huge amounts of
spatial point process data available and new applications emerge.
Some of the earliest applications of computational methods in statis-
tics are related to spatial point processes, cf. the historical account in
Section A.1. In the last decade computational methods, and particu-
larly Markov Chain Monte Carlo (MCMC) methods, have undergone
major developments. However, general textbooks on MCMC and sta-
tistical applications contain very little material associated with spatial
point processes. The recent survey papers by Geyer (1999) and Møller
& Waagepetersen (2003) and the book by van Lieshout (2000) contain
material on MCMC methods for spatial point processes, but a more com-
prehensive book which collects and unifies recent theoretical advances
and shows examples of applications in simulation-based inference for
spatial point process seems missing.
This book aims at filling this gap; it is concerned with simulation-
based inference for spatial point processes, with an emphasis on MCMC
methods. It should be accessible for a fairly general readership interested
in spatial models, including senior undergraduate students and Ph.D.
students in statistics, experienced statisticians, and applied probabilists.
Moreover, researchers working with complex stochastic systems in e.g.
environmental statistics, ecology, and materials science may benefit from
reading the parts of the book concerned with the statistical aspects.
A substantial part of the book consists of statistical methodology,
simulation studies, and examples of statistical analysis of the different
datasets introduced in Chapter 1. The book provides further a detailed

© 2004 by Chapman & Hall/CRC

 treatment of the mathematical theory for spatial point processes and
simulation-based methods. We have sought to make the book as self-
contained as possible, and give proofs of almost all mathematical results
in the book. Thereby the reader can be acquainted with the basic mathe-
matical techniques for point processes. The general mathematical theory
for point processes is heavily based on measure theory. In order to make
the book accessible to a wide audience, we mainly restrict attention to
point processes on Rd , whereby the mathematical treatment is simpli-
fied. However, most results generalise in an obvious way to more general
state spaces. Measure theoretical details are confined to Appendices B–
C. Readers with no or very limited knowledge on measure theory (or
who are less interested in the measure theoretical details) can read the
book without consulting these appendices, since only a very few proofs
(marked with †) rely on such knowledge.
The book is organised as follows. The first part (Chapters 1–4) deals
with background material for point processes, including Poisson point
processes and nonparametric methods based on summary statistics. The
second part (Chapters 5–6) concerns Cox and Markov point processes
which we consider the most useful model classes in data analysis. The
third part (Chapters 7–9) treats both some general background material
on MCMC methods, particularly Monte Carlo methods related to sta-
tistical inference as well as theoretical issues such as stability properties
of Markov chains, and simulation-based inference for Cox and Markov
point process models. The fourth part (Chapter 11 – Appendix E) deals
with some more specialised topics and technical issues, including recent
advances of perfect simulation for spatial point processes. Finally, Ap-
pendices A–G provide a brief history and bibliography, some comments
on software, and various technical topics.

© 2004 by Chapman & Hall/CRC

 Acknowledgments

We have been supported by the European Union’s TMR network “Sta-

tistical and Computational Methods for the Analysis of Spatial Data.
ERB-FMRX-CT96-0095,” by the Centre for Mathematical Physics and
Stochastics (MaPhySto), funded by a grant from the Danish National
Research Foundation, and by the Danish Natural Science Research Coun-
cil. We are grateful to Adrian J. Baddeley, Kasper K. Berthelsen, Anders
Brix, Peter J. Diggle, Marie-Colette van Lieshout, Shigeru Mase, Linda
Stougaard Nielsen, Antti Penttinen, Jakob Gulddahl Rasmussen, Diet-
rich Stoyan, and Robert L. Wolpert for their useful comments and as-
sistance with computer code and data. Our exposition of the subjects of
spatial point processes and simulation-based inference has further been
much inspired by Julian Besag, Charles J. Geyer, Eva Vedel Jensen, Wil-
frid S. Kendall, and Gareth Roberts. Our absorption in the work on the
book has demanded much patience and tolerance from our families to
whom we owe a special thank you. In particular, we dedicate this book
to Søren, Peter, and Katrine.

Jesper Møller
Rasmus Plenge Waagepetersen
Aalborg, Denmark.

© 2004 by Chapman & Hall/CRC

 CHAPTER 1

Examples of spatial point patterns

This chapter introduces some examples of spatial point patterns which

are used throughout this book for illustrative purposes. They have been
chosen both because of simplicity and because they are flexible enough to
show Markov chain Monte Carlo (MCMC) applications of many point
process models. Other examples of applications can be found in the
references given in this book, particularly many of those mentioned in
Section A.2.

Example 1.1 (Hickory trees) Figure 1.1 shows the positions of 85 hick-
ory trees in an 120 by 120m square subset of the Bormann research plot
in Duke Forest in Durham, North Carolina. This data set which served
as an example in Wolpert & Ickstadt (1998) is a subset of a much larger
data set including 7859 trees of 38 species, which was initially collected
in 1951–52 by Bormann and updated in 1974, 1982, 1989, and 1993 by N.
Christensen, R. Peet and members of the Duke University and University
of North Carolina botany departments in a continuing study of forest
maturation (Bormann 1953, Christensen 1977). The trees in Figure 1.1
seem to aggregate, possibly due to environmental conditions which we
later model by an unobserved intensity process (Chapters 5 and 10).

Example 1.2 (Amacrine cells) The points in Figure 1.2 show amacrine
cell centres observed in a rectangular area within the retinal ganglion
cell layer of a rabbit. There are 152 “on” cells and 142 “off” cells, corre-
sponding to cells which process “light-on” and “light-off” information.
The observation window is scaled to [0, 1.6065] × [0, 1]. Compared to the
point pattern in Figure 1.1, the two point patterns in Figure 1.2 seem
more regular, possibly due to a repulsive behaviour between the points.
Scientific hypotheses of interest are whether the two types of points can
be regarded as realisations of independent point processes, and whether
the division of cells into “on” respective “off” cells is completely random
given the positions of the cells. For details, see Wässle, Boycott & Illing
(1981) and Diggle (1986).
The amacrine cell data is an example of a multitype (or bivariate)
point pattern, and it is analysed in Diggle (1986) and van Lieshout &
Baddeley (1999) using nonparametric summary statistics (Chapter 4).

© 2004 by Chapman & Hall/CRC

 The univariate pattern of the “on” cell centres is analysed in several
papers, including Diggle & Gratton (1984) who use an ad hoc method
for estimation, Ogata & Tanemura (1984) and Särkkä (1993) who use
likelihood and pseudo likelihood methods (Chapter 9), and Heikkinen &
Penttinen (1999) and Berthelsen & Møller (2003) who use a nonpara-
metric Bayesian MCMC setting (Chapter 9).

Example 1.3 (Mucous membrane cells) The point pattern in Figure

1.3 shows cell centres in a cross section of the mucous membrane of
the stomach of a rat. The rectangular observation window is scaled to
[0, 1]× [0, 0.7]. The cells are divided into two classes: ECL cells and other

• • •
•
•• • ••• •
•• • •• • • •• • •
• • •• ••• •
•• •
• • • • •
• • • •
•
•• • • ••
• •
• •
•
•

• •
•
•
• •
•
•
• •

• •
• •
• •
• •
• • • ••
• • •

Figure 1.1 Positions of hickory trees.

Figure 1.2 Amacrine “on” (crosses) and “off ” (circles) cell centres.

©2004 by Chapman & Hall/CRC

 cells for which, respectively, 86 and 807 cell centres are observed. An
additional feature compared with Example 1.2 is the increasing trend
in the intensity from top to bottom so that more points occur in the
bottom part of the window. A hypothesis of interest is whether the
spatially varying intensities of ECL cells and other cells are proportional.
A similar data set is examined in Nielsen (2000), using a particular
type of inhomogeneous Markov point process obtained by transforming
a homogeneous Markov point process (Chapters 6 and 9).

Figure 1.3 Mucous membrane ECL (crosses) and other (circles) cell centres.

Example 1.4 (Norwegian spruces) Figure 1.4 shows 134 discs, where
the centres are the positions of Norwegian spruces observed in a rect-
angular window of size 56 × 38m, and the radii are the stem diameters
multiplied by 5. As discussed in Penttinen, Stoyan & Henttonen (1992)
and Goulard, Särkkä & Grabarnik (1996) the “influence zone” of a tree
is about five times the stem diameter. The discs can be modelled by a
so-called marked point process (Section 2.2). The data has been analysed
in Fiksel (1984a), Penttinen et al. (1992), Stoyan et al. (1995), Goulard
et al. (1996), and Møller & Waagepetersen (2003) using different Markov
marked point process models (Chapters 6 and 9).

Example 1.5 (Weed) In this example the points are positions of 976
Trifolium spp. (clover) and 406 Veronica spp. (speedwell) weed plants
observed within 45 metal frames on a Danish barley field. The 45 frames
are of size 30×20cm and organised in 9 groups, each containing 5 frames,
where the vertical and horizontal distances between two neighbouring

©2004 by Chapman & Hall/CRC

 . . . . . . . .
. .
. . . .
. . .
. . .
. . . . . .
. . . .
.
. .
. . .
. . . . . .
. . . .
. . .
. . . .
. .
. . . . . . . . . .
. . . . . . .
. . . . .
. . .
. . .
. . . . . . . . .
. .
. .
. . . . . .
. . . . . .
. . . . .
. .
. . . .
. . . .
. .
. .
. . . . . . .

Figure 1.4 Norwegian spruces. The radii of the discs equal 5 times the stem
diameters.

groups are 1 and 1.5m, respectively, see Figure 1.5. The size of the ex-
perimental area is 7.5 × 5m, where the longest side is parallel with the
ploughing direction. The weed plant positions are shown in Figure 1.6
where we have rotated the design 90◦ and omitted some space between
the frames. Note the trend in the point pattern of Trifolium spp. weed
plants: in general more plants occur in the upper frames, i.e. the frames
to the left in Figure 1.6.
5.0 m

7.5 m

Figure 1.5 Sampling design for weed data.

©2004 by Chapman & Hall/CRC

 Figure 1.6 Positions of weed plants when the design is rotated 90◦ (some space
between the frames is omitted). Crosses correspond to Trifolium spp. and cir-
cles to Veronica spp.

This bivariate point pattern is a subset of a much larger dataset

where weed plants observed at eight different dates are considered (Fig-
ure 1.6 shows the observation at date 30 May 1996). The entire dataset
is analysed by different Cox process models (Chapters 5 and 10) in

©2004 by Chapman & Hall/CRC

 Brix & Møller (2001) and Brix & Chadoeuf (2000). See also Møller &
Waagepetersen (2003).

©2004 by Chapman & Hall/CRC

 CHAPTER 2

Introduction to point processes

This chapter gives an informal introduction to point process and to

marked point processes with points in Rd (the d-dimensional Euclid-
ian space). It also states the definitions and notation used throughout
the book. The rigorous mathematical framework for point processes on
a general state space is given in Appendix B, which can be skipped by
readers who are unfamiliar with or less interested in measure theoretical
details. Section A.1 describes the history of spatial point processes, and
Section A.2 contains several references for further reading.

2.1 Point pro cesses on Rd

A spatial point process X is a random countable subset of a space S.

Throughout this book, unless otherwise stated, we will always assume
that S ⊆ Rd . Often S will be a d-dimensional box or the whole of Rd ,
but it could also be e.g. the (d − 1)-dimensional unit sphere. In practice
we observe only the points contained in a bounded observation window
W ⊆ S. In Examples 1.2–1.4, d = 2 and W is either a rectangle or a
union of rectangles.
We restrict attention to point processes X whose realisations are lo-
cally finite subsets of S. Formally, for any subset x ⊆ S, let n(x) denote
the cardinality of x, setting n(x) = ∞ if x is not finite. Then x is said
to be locally finite, if n(xB ) < ∞ whenever B ⊆ S is bounded, where

xB = x ∩ B

is the restriction of a point configuration x to B (similarly XB is the

restriction of X to B). Thus X takes values in the space defined by

Nlf = {x ⊆ S : n(xB ) < ∞ for all bounded B ⊆ S}.

Elements of Nlf are called locally finite point configurations, and they
will be denoted by x, y, . . ., while ξ, η, . . . will denote points in S. The
empty point configuration is denoted ∅. We shall abuse notation and
write x ∪ ξ for x ∪ {ξ}, x \ η for x \ {η}, etc., when x ∈ Nlf and ξ, η ∈ S.

©2004 by Chapman & Hall/CRC

 2.2 Marked p oint pro cesses and multivariate p oint pro cesses
Let Y be a point process on T ⊆ Rd (the reason for shift in notation
will become apparent in Section 2.3). Given some space M , if a random
“mark” mξ ∈ M is attached to each point ξ ∈ Y , then
X = {(ξ, mξ ) : ξ ∈ Y }
is called a marked point process with points in T and mark space M . In
this book we mainly consider the cases where M is either a finite set or
a subset of Rp , p ≥ 1. For more general cases of marked point processes,
see Stoyan & Stoyan (1994), Schlather (2001), and the references therein.
For the disc process in Example 1.4, M = (0, ∞), where (ξ, mξ ) is
identified with the disc with centre ξ and radius mξ . Similarly, we may
obtain marked point processes with other kinds of geometric objects (line
segments, ellipses, etc.) which can be identified with points in Rp . Such
processes are called germ-grain models where ξ (the germ) specifies the
location of the object mξ (the grain).
Another simple example is a multitype point process, where M =
{1, . . . , k} and the marks specify k different types of points (e.g. differ-
ent types of cells or weed plants as in Examples 1.2, 1.3 , and 1.5 where
k = 2). This is equivalent to a k-dimensional multivariate point process,
that is a tuple (X1 , . . . , Xk ) of point processes X1 , . . . , Xk corresponding
to the k different types of points.

2.3 Unified framework for p oint pro cesses and marked p oint
pro cesses
In this book we distinguish between point processes on S ⊆ Rd and
marked point processes with points in T ⊆ Rd . However, both types
of processes as well as point processes on non-Euclidian spaces can be
handled in a unified framework where S is a general metric space, see
Appendix B (for a marked point process as in Section 2.2, S = T × M ).
We denote the metric d(·, ·), and for ξ ∈ S and r ≥ 0, we let
b(ξ, r) = {η ∈ S : d(ξ, η) ≤ r}
denote the closed ball in S with centre ξ and radius r. Examples of
metrics are given in Appendix B. When S ⊆ Rd , we let always, unless
otherwise stated, d(ξ, η) = ξ − η be the usual Euclidian distance.
For the mathematical treatment of point processes we equip S and Nlf
with appropriate σ-algebras denoted B and Nlf , respectively (for details,
see Section B.2). Readers unfamiliar with measure theory may just think
of B and Nlf as very large families of subsets of S and Nlf . We shall often
just write B ⊆ S and F ⊆ Nlf when we mean B ∈ B and F ∈ Nlf .
Appendix B contains some useful characterisation and uniqueness re-

©2004 by Chapman & Hall/CRC

 sults for spatial point processes in a general setting. An informal account
is given below when S ⊆ Rd . We also briefly explain how a technique
called the standard proof becomes useful.

2.3.1 Characterisation using void events

Let
B0 = {B ∈ B : B is bounded}.
For a point process X on S consider the count function
N (B) = n(XB )
which is the random number of points falling in B ⊆ S. Sets of the form
FB = {x ∈ Nlf : n(xB ) = 0} with B ∈ B0 are called void events. Note
that X ∈ FB if and only if N (B) = 0. Under mild conditions (which
will be satisfied throughout the book, cf. Theorem B.1 in Section B.3)
the distribution of X (i.e. P (X ∈ F ), F ∈ Nlf ) is determined by its void
probabilities defined by
v(B) = P (N (B) = 0), B ∈ B0 .
Similarly, the distribution of a multivariate point process (X1 , . . . , Xk )
with X1 , . . . , Xk defined on T ⊆ Rd and corresponding count functions
N1 , . . . , Nk , is determined by the void probabilities
v(B1 , . . . , Bk ) = P (N1 (B1 ) = 0, . . . , Nk (Bk ) = 0)
for bounded B1 , . . . , Bk ⊆ T .
Consider


ν(E) = E 1[(ξ, X) ∈ E], E ⊆ S × Nlf ,
ξ∈X

where 1[·] denotes the indicator function. Then ν is a measure, mean-

∞
ing that ν(·) ≥ 0, ν(∅) = 0, and ν(∪∞ E
i=1 i ) = i=1 ν(Ei ) for disjoint
E1 , E2 , . . . ⊆ S × Nlf . In fact ν is uniquely determined by its values on
sets of the form E = B × F where B ∈ B0 and F is a void event. Thus
ν is an example of a measure defined in terms of a certain expectation,
where the measure is determined by its values on a small class of sets.
We shall often consider such measures and characterisations, which are
treated in more detail in Appendix B.

2.3.2 Characterisation using the generating functional

The generating functional for a point process X on S is defined by

GX (u) = E u(ξ) (2.1)
ξ∈X

©2004 by Chapman & Hall/CRC

 for functions u : S → [0, 1] with {ξ ∈ S : u(ξ) < 1} bounded. For B ∈ B0
and u(ξ) = t1[ξ∈B] with 0 ≤ t ≤ 1, GX (u) = EtN (B) is the generating
function for N (B). Hence the distribution of X is uniquely determined
by GX .
The generating functional can be a very useful tool, see e.g. Daley &
Vere-Jones (1988), but we shall only use it a few times in this book. By
putting additional assumptions on X, GX (u) can be defined for more
general functions u, see Daley & Vere-Jones (1988) and Proposition 3.3
in Section 3.1.2.

2.3.3 The standard proof

Suppose we are given two expressions in terms of integrals or expecta-

tions of an arbitrary nonnegative function h defined on some space H and
that we want to establish the equality of these
 expressions. For
 instance,
we shall later consider the expressions E ξ∈X h(ξ) and h(ξ)ρ(ξ)dξ
where H = S and ρ : S → [0, ∞) is a certain function called the inten-
sity function. Assume that the two expressions become measures when-
ever h is an indicator function; e.g. both ν1 (A) = E ξ∈X 1[ξ ∈ A] and

ν2 (A) = A ρ(ξ)dξ are measures for A ⊆ S. Then it suffices to verify the
equality for every indicator function (for more details see the remark to
Theorem 16.11 in Billingsley 1995). We shall refer to this technique as
the standard proof.

2.4 Space-time processes

A spatial point pattern observed within some bounded window W ⊆

Rd is usually a realisation of a continuous-time process observed at a
fixed time. Sometimes point patterns are observed at discrete times for
a continuous-time process. One example is the weed data (Example 1.5)
where the full space-time dataset is analysed in Brix & Møller (2001).
Other examples include the space-time modelling of localised cases of
gastro-intestinal infections (Brix & Diggle 2001), forest trees (Rathbun
& Cressie 1994b), geological data (Fiksel 1984b), sand dunes (Møller &
Sørensen 1994), and earthquake occurrences (Ogata 1998, Zhung, Ogata
& Vere-Jones 2002). See also Schoenberg, Brillinger & Guttorp (2002)
and the references therein.
For many applications only one realisation of a spatial point process is
available and information concerning the underlying space-time process
is missing. This is also the case for the statistical analyses considered
in this book, and the theory we present will accordingly be restricted
to this situation. Statistical inference for space-time processes is often

©2004 by Chapman & Hall/CRC

 simpler than for spatial point processes, see Daley & Vere-Jones (1988,
2003) and Section 9.2.5.
Space-time processes and Monte Carlo methods provide indispensable
tools for simulation-based inference of spatial point process models. For
example, even for the Poisson process, which is a simple and fundamental
point process model studied in detail in Chapter 3, most statistics have
intractable or unknown distributions. The Poisson point process (and
some related point process models) can easily be simulated, but most
point process models are so complicated that direct simulation is infea-
sible. Instead simulations can be obtained from discrete or continuous
time Markov chains with a specified stationary distribution. Chapters 7–
11 treat these points in detail.

©2004 by Chapman & Hall/CRC

 CHAPTER 3

Poisson point processes

Poisson point processes play a fundamental role. They serve as a tractable

model class for “no interaction” or “complete spatial randomness” in
spatial point patterns. They also serve as reference processes when sum-
mary statistics are studied (Chapter 4) and when more advanced point
process models are constructed (Chapters 5–6).
In this chapter we study some of the most important properties of
Poisson processes. Section 3.1 contains basic definitions and results,
particularly concerning existence and construction of Poisson processes.
Section 3.2 contains some further important results, including the use-
ful Slivnyak-Mecke theorem and results for superpositioning, thinning,
simulation, and densities for Poisson processes. Section 3.3 deals with
marked Poisson processes.
Further material on Poisson processes can be found in Daley & Vere-
Jones (1988), Kingman (1993), and Stoyan et al. (1995).

3.1 Basic properties

3.1.1 Definitions

We start by considering Poisson point processes defined on a space S ⊆

Rd and specified by a so-called
 intensity function ρ : S → [0, ∞) which
is locally integrable, i.e. B ρ(ξ)dξ < ∞ for all bounded B ⊆ S. This is
by far the most important case for applications.

Remark 3.1 In the definition below of a Poisson process we use only

the intensity measure µ given by

µ(B) = ρ(ξ)dξ, B ⊆ S. (3.1)
B

This measure is locally finite, i.e. µ(B) < ∞ for bounded B ⊆ S, and
diffuse, i.e. µ({ξ}) = 0 for ξ ∈ S. For readers familiar with measure
theory it should be obvious how many of the definitions and results in
this chapter extend to a general metric space S as in Appendix B and a
locally finite diffuse measure µ on S.

©2004 by Chapman & Hall/CRC

 Before defining a Poisson process with intensity function ρ, we define
a related process:

Definition 3.1 Let f be a density function on a set B ⊆ S, and let

n ∈ N (where N = {1, 2, 3, . . .}). A point process X consisting of n i.i.d.
points with density f is called a binomial point process of n points in
B with density f . We write X ∼ binomial(B, n, f ) (where ∼ means
“distributed as”).

Note that B in Definition 3.1 has volume |B| > 0, since B f (ξ)dξ = 1.
In the simplest case, |B| < ∞ and each of the n i.i.d. points follows
Uniform(B), the uniform distribution on B, i.e. f (ξ) = 1/|B| is the
uniform density on B.

Definition 3.2 A point process X on S is a Poisson point process with

intensity function ρ if the following properties are satisfied (where µ is
given by (3.1)):
(i) for any B ⊆ S with µ(B) < ∞, N (B) ∼ po(µ(B)), the Poisson
distribution with mean µ(B) (if µ(B) = 0 then N (B) = 0);
(ii) for any n ∈ N and B ⊆ S with 0 < µ(B) < ∞, conditional on
N (B) = n, XB ∼ binomial(B, n, f ) with f (ξ) = ρ(ξ)/µ(B).
We then write X ∼ Poisson(S, ρ).

For any bounded B ⊆ S, µ determines the expected number of points

in B,
EN (B) = µ(B).
Heuristically, ρ(ξ)dξ is the probability for the occurrence of a point in
an infinitesimally small ball with centre ξ and volume dξ.

Definition 3.3 If ρ is constant, the process Poisson(S, ρ) is called a

homogeneous Poisson process on S with rate or intensity ρ; else it is said
to be an inhomogeneous Poisson process on S. Moreover, Poisson(S, 1)
is called the standard Poisson point process or unit rate Poisson process
on S.

Examples of simulated homogeneous and inhomogeneous Poisson point

processes are shown in Figure 3.1. For a homogeneous Poisson process
on Rd , ρ−1/d is a scale parameter, since X ∼ Poisson(Rd , 1) implies that
{ρ−1/d ξ : ξ ∈ X} ∼ Poisson(Rd , ρ).
A homogeneous Poisson point process is both stationary and isotropic
in the following sense.

Definition 3.4 A point process X on Rd is stationary if its distribution

©2004 by Chapman & Hall/CRC

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Figure 3.1 Simulation of homogeneous (left) and inhomogeneous (right) Pois-

son processes on S = [0, 1] × [0, 0.7]. In both cases the expected num-
ber of points is 150. For the inhomogeneous Poisson process, ρ(ξ1 , ξ2 ) ∝
exp(−10.6ξ2 ), (ξ1 , ξ2 ) ∈ S.

is invariant under translations, that is, the distribution of X +s = {ξ+s :

ξ ∈ X} is the same as that of X for any s ∈ Rd . It is isotropic if its
distribution is invariant under rotations about the origin in Rd , i.e. the
distribution of OX = {Oξ : ξ ∈ X} is the same as that of X for any
rotation O around the origin.

3.1.2 Existence and independent scattering property

We shall often use the following expansion for the Poisson process:

Proposition 3.1
 (i) X ∼ Poisson(S, ρ) if and only if for all B ⊆ S
with µ(B) = S ρ(ξ)dξ < ∞ and all F ⊆ Nlf ,
P (XB ∈ F )

∞   
n
exp(−µ(B))
= ··· 1[{x1 , . . . , xn } ∈ F ] ρ(xi )dx1 · · · dxn
n=0
n! B B i=1
(3.2)
where the integral for n = 0 is read as 1[∅ ∈ F ].
(ii) If X ∼ Poisson(S, ρ), then for functions h : Nlf → [0, ∞) and B ⊆ S
with µ(B) < ∞,
 
E h(XB )

∞   n
exp(−µ(B))
= ··· h({x1 , . . . , xn }) ρ(xi )dx1 · · · dxn .
n=0
n! B B i=1
(3.3)
Proof. (i) follows immediately from (i) and (ii) in Definition 3.2. (i) and
the standard proof imply (ii).

©2004 by Chapman & Hall/CRC

 
If S is bounded (or just S ρ(ξ)dξ < ∞), the existence of Poisson(S, ρ)
follows easily from Proposition 3.1 (with B = S): let n(X) ∼ po(µ(S))
and X|n(X) = n ∼ binomial (S, n, ρ/µ(S)) for n ∈ N. For an unbounded
S, existence of Poisson(S, ρ) is verified in the following theorem.

Theorem 3.1 X ∼ Poisson(S, ρ) exists and is uniquely determined by

its void probabilities
v(B) = exp(−µ(B)), bounded B ⊆ S. (3.4)

Proof. Let ξ ∈ S be an arbitrary point and set Bi = {η ∈ S : i − 1 ≤

η−ξ < i} for i ∈ N. Clearly, S is a disjoint union of the bounded Bi . Let
X = ∪∞ 1 Xi where Xi ∼ Poisson(Bi , ρi ), i = 1, 2, . . . , are independent,
and where ρi is the restriction of ρ to Bi . Then for bounded B ⊆ S,
∞
 ∞

P (X ∩ B = ∅) = P (Xi ∩ B = ∅) = exp(−µ(B ∩ Bi ))
i=1 i=1
 ∞


= exp − µ(B ∩ Bi ) = exp(−µ(B)).
i=1

This is the void probability for a Poisson process with intensity measure
µ, so the existence and uniqueness follow from Section 2.3 (or Theo-
rem B.1 in Section B.3).

Remark 3.2 In fact, “bounded” in (3.4) can be replaced by “compact”

(Matheron 1975) or by “finite union of rectangles” (Rényi’s theorem, see
e.g. Kingman 1993). Theorem 3.1 extends immediately to independent
Poisson processes: if X1 and X2 are independent Poisson processes on
S with intensity measures µ1 and µ2 , the distribution of (X1 , X2 ) is
uniquely determined by the void probabilities
P (X1 ∩ A = ∅, X2 ∩ B = ∅) = exp(−µ1 (A) − µ2 (B)) (3.5)
for bounded A, B ⊆ S.

By Theorem 3.1, Definition 3.2 states more than needed for charac-
terising a Poisson process. However, as seen in the proof of Theorem 3.1
and many places in the sequel, (i) and (ii) in Definition 3.2 provide an
easy construction of a Poisson process. Sometimes in the literature, (ii)
is replaced by the condition that N (B1 ), . . . , N (Bn ) are independent for
disjoint sets B1 , . . . , Bn ⊆ S and n ≥ 2. This property is called indepen-
dent scattering. It can be extended as follows.

Proposition 3.2 If X is a Poisson process on S, then XB1 , XB2 , . . . are

independent for disjoint sets B1 , B2 , . . . ⊆ S.

©2004 by Chapman & Hall/CRC

 Proof. We need only to verify that XB1 , . . . , XBn are independent for
disjoint sets B1 , . . . , Bn ⊆ S and n ≥ 2. This follows straightforwardly
from Proposition 3.1 when n = 2 and B1 , B2 ⊆ S are bounded and dis-
joint (with B = B1 ∪B2 ), and hence by induction also when B1 , . . . , Bn ⊆
S are bounded and disjoint. Hence XB1 , XB2 , . . . are independent for
bounded disjoint Bi ⊆ S, i = 1, 2, . . .. Since subsets of S are countable
unions of bounded subsets of S, the assertion is now seen to hold for any
disjoint B1 , . . . , Bn ⊆ S and n ∈ N.

Proposition 3.2 explains the terminology of no interaction and com-

plete spatial randomness in the Poisson process.
We conclude by deriving the generating functional for a Poisson pro-
cess, noticing that in this case the definition (2.1) of GX (u) extends to
any function u : S → [0, 1], setting exp(−∞) = 0.

Proposition 3.3 If X ∼ Poisson(S, ρ) then

 
GX (u) = exp − (1 − u(ξ))ρ(ξ)dξ (3.6)
S

for functions u : S → [0, 1].

∞
Proof. We verify this only in the special case when u(ξ) = 1 − i=1 (1 −
ai )1[ξ ∈ Ci ], where 0 ≤ ai ≤ 1 and the Ci ⊆ S are bounded and pair-
wise disjoint. (The general case follows then by standard arguments and
the monotone convergence theorem from measure theory.) By Proposi-
tion 3.2, N (Ci ) ∼ po(µ(Ci )), i = 1, 2, . . ., are independent. Hence,
∞
 ∞
 ∞

N (Ci ) N (Ci )
GX (u) = E ai = Eai = exp(−(1 − ai )µ(Ci ))
i=1 i=1 i=1
 ∞

 
= exp − (1 − ai )µ(Ci ) = exp − (1 − u(ξ))ρ(ξ)dξ .
i=1

3.1.3 Constructions of stationary Poisson processes

A construction of a Poisson process with a given intensity function is
given in the proof of Theorem 3.1. In the stationary case Quine & Watson
(1984) give an easier construction using a shift to polar coordinates. This
construction is given in the following proposition, letting
ωd = π d/2 /Γ(1 + d/2), σd = 2π d/2 /Γ(d/2),
denote the volume and surface area of the d-dimensional unit ball.

©2004 by Chapman & Hall/CRC

 Proposition 3.4 Let S1 , U1 , S2 , U2 , . . . be mutually independent where
each Ui is uniformly distributed on {u ∈ Rd : u = 1} (the (d −
1)-dimensional unit sphere), and each Si ∼ Exp(ρωd ) is exponentially
distributed with mean 1/(ρωd) for a ρ > 0. Let R0 = 0 and Rid =
d
Ri−1 + Si , i = 1, 2, . . .. Then X = {R1 U1 , R2 U2 , . . .} ∼ Poisson(Rd , ρ).

Proof. By Theorem 3.1 we have to verify that v(B) = exp(−ρ|B|) for

any bounded B ⊂ Rd . This follows if for any r > 0, (i) N (b(0, r)) ∼
po(ρωd rd ) and (ii) conditional on N (b(0, r)) = n, we have that ξ1 , . . . , ξn
are distributed as n uniform points on b(0, r) ordered according to Eu-
clidian distance. Because if B ⊆ b(0, r) then by (i) and (ii),

P (N (B) = 0)
∞


= P (N (B) = 0|N (b(0, r) = n)P (N (b(0, r) = n)
n=0

∞
= (|b(0, r) \ B|/|b(0, r)|)n exp(−ρ|b(0, r)|)(ρ|b(0, r)|)n /n!
n=0
= exp(ρ|b(0, r) \ B| − ρ|b(0, r)|) = exp(−ρ|B|).

We verify now (i) and (ii).† For a fixed n ∈ N, the joint density of
(S1 , U1 , . . . , Sn , Un ) is

g1 (s1 , u1 , . . . , sn , un ) = (ρωd )n exp(−ρωd rnd )σd−n

n
where rn = ( j=1 sj )1/d and the density is with respect to the n-fold
product measure of Lebesgue measure on (0, ∞) times surface measure
on the d-dimensional unit ball. The conditional probability of N (b(0, r)) =
n given (S1 , U1 , . . . , Sn , Un ) = (s1 , u1 , . . . , sn , un ) is

1[rn ≤ r] exp(−ρωd (rd − rnd )),

since N (b(0, r)) = n is equivalent to Rn ≤ r and Sn+1 > rd − Rnd . The

joint density of (S1 , U1 , . . . , Sn , Un , 1[N (b(0, r)) = n]) therefore satisfies

g2 (s1 , u1 , . . . , sn , un , 1) = 1[rn ≤ r](ρωd )n σd−n exp(−ρωd rd ).

Integrating g2 (s1 , u1 , . . . , sn , un , 1) over (s1 , u1 , . . . , sn , un ) we obtain

P (N (b(0, r)) = n) = exp(ρωd rd )(ρωd rd )n /n!,

and so (i) is verified. Thus the conditional density of (R1 , U1 , . . . , Rn , Un )

† Readers who are unfamiliar with measure theory may prefer to skip this part of
the proof.

©2004 by Chapman & Hall/CRC

 given N (b(0, r)) = n is
g3 (r1 , u1 , . . . , rn , un ) =

n
n!σd−n r−nd 1[0 ≤ r1 ≤ r2 ≤ · · · ≤ rn ≤ r] drid−1
i=1
d d
where σd r /d = ωd r is the volume of b(0, r). Transforming from polar
coordinates (Ri , Ui ) to Xi = Ri Ui (see e.g. Proposition 2.8 in Jensen
1998) we further obtain that the conditional density of (ξ1 , . . . , ξn ) given
N (b(0, r)) = n is
g4 (ξ1 , . . . , ξn ) = n!(ωd rd )−n 1[ξ1  ≤ ξ2  ≤ · · · ≤ ξn  ≤ r].
Thereby (ii) is verified.

When d = 1 it seems more natural to apply the following proposition

where points on the real line are ordered as usual.

Proposition 3.5 Let . . . , T−2 , T−1 , T1 , T2 , . . . be mutually independent

and Exp(ρ)-distributed for a ρ > 0. Let ξ0 = 0, and for i = 1, 2, . . ., let
ξi = ξi−1 +Ti and ξ−i = ξ−i+1 −T−i . Then X = {. . . , ξ−2 , ξ−1 , ξ1 , ξ2 , . . .}
∼ Poisson(R, ρ).

Proof. This is verified along similar lines as in the proof of Proposi-

tion 3.4.

Remark 3.3 The point ξ0 = 0 serves as a starting point when gen-

erating ξ1 , ξ2 , . . . and ξ−1 , ξ−2 , . . .. By stationarity, an arbitrary point
ξ0 ∈ Rd can be chosen. Note that the exponential distribution has no
memory in the sense that for a > 0 and t > 0,
T ∼ Exp(a) ⇒ T − t|T > t ∼ Exp(a).
So the construction of Poisson(I, ρ) on an interval I = (a, b), where
either a or b or both are finite, is similar to that of Proposition 3.5,
taking either ξ0 = a or ξ0 = b.
The interval [ξ−1 , ξ1 ] which contains ξ0 is longer than a typical in-
terval [ξi−1 , ξi ]. Specifically, the length of a typical interval is Exp(ρ)-
distributed, while ξ1 − ξ−1 is distributed as the sum of two indepen-
dent Exp(ρ)-distributed random variables. This seemingly “paradox” is
due to sampling bias: Consider a stationary point process with points
. . . < η−1 < η0 < η1 < . . . on the real line and which is independent
of a random real variable Z, and suppose that we sample the interval
[ηk−1 , ηk ] which contains Z. Let L0 denote the length of this “point
sampled” interval and let L be the length of a typical interval (i.e. the
distribution of L is given by the so-called Palm distribution, see e.g.

©2004 by Chapman & Hall/CRC

 Stoyan et al. 1995 and Appendix C). Since larger intervals are more
likely to get sampled, L0 will on the average be greater than L. In fact,
it is not hard to verify that for functions k : (0, ∞) → (0, ∞),
Ek(L)/EL = E(k(L0 )/L0 ),
so
EL0 = E(L2 )/EL ≥ (EL)2 /EL = EL.
Even a stronger result holds, namely P (L > l) ≤ P (L0 > l) for all t ≥ 0
(Mecke 1999).

Remark 3.4 Proposition 3.5 extends to the inhomogeneous case by

transforming a standard Poisson process. For simplicity suppose that
ρ(ξ) > 0 for all ξ ∈ R and that
 ∞
H(t) = ρ(s)ds
t

is finite for all t ∈ R. Then H(t) is strictly decreasing. Let X = {H −1 (η) :

η ∈ Y } where Y ∼ Poisson(R, 1). Then X ∼ Poisson(R, ρ), since
 
P (X∩A = ∅) = P (Y ∩H(A) = ∅) = exp(−|H(A)|) = exp − ρ(ξ)dξ
A

for bounded A ⊂ R. This construction is easily modified to the case

where ρ(ξ) ≥ 0.
For a fixed ξ0 ∈ Rd , enumerate the points in Y as · · · > η2 > η1 >
η−1 > η−2 > · · · so that η1 ≥ η0 > η−1 where η0 = H(ξ0 ), and let ξi =
H −1 (η−i ). Then the differences Ti = ξi −ξi−1 and T−i = ξ−i+1 −ξ−i , i =
1, 2, . . ., are mutually independent but not exponentially distributed (un-
less of course ρ(·) is constant). The sequence . . . , ξ−2 , ξ−1 , ξ0 , ξ1 , ξ2 , . . .
is a Markov chain which can be viewed as the arrival times of a birth
process with birth rate ρ.

3.2 Further results

Poisson processes are very tractable for mathematical analysis. This sec-
tion collects several useful results.

3.2.1 Slivnyak-Mecke’s theorem

The simplest way of characterising a Poisson point process is by its void
probabilities (3.4). A less well known but very useful characterisation
of a Poisson process is provided by the following theorem called the
Slivnyak-Mecke theorem (Mecke 1967).

©2004 by Chapman & Hall/CRC

 Theorem 3.2 If X ∼ Poisson(S, ρ), then for functions h : S × Nlf →
[0, ∞), 


E h(ξ, X \ ξ) = Eh(ξ, X)ρ(ξ)dξ (3.7)
ξ∈X S

(where the left hand side is finite if and only if the right hand side is
finite).

Proof. Consider first the case where

h(ξ, X \ ξ)
ξ∈X

only depends on X through XB for some B ⊆ S with B ρ(ξ)dξ < ∞.
Applying Proposition 3.1 we obtain


E h(ξ, X \ ξ) =
ξ∈X

∞  
n n
exp(−µ(B))
··· h(xi , {x1 , . . . , xn } \ xi ) ρ(xi )dx1 · · · dxn
n=1
n! B B i=1 i=1

∞   n
exp(−µ(B))
= · · · h(xn , {x1 , . . . , xn−1 }) ρ(xi )dx1 · · · dxn
n=1
(n − 1)! B B i=1

= Eh(ξ, X)ρ(ξ)dξ.
S

Consider next the general case.† If we can prove (3.7) when h(ξ, x) =
1[(ξ, x) ∈ F ], F ⊆ S × Nlf , is an indicator function, then by the standard
proof, (3.7) is satisfied for any nonnegative function h. The left and
right sides in (3.7) both become measures on S × Nlf when we consider
indicator functions h(ξ, x) = 1[(ξ, x) ∈ F ], F ⊆ S × Nlf , and they are
both equal to EN (B) = B ρ(ξ)dξ if h(ξ, x) = 1[(ξ, x) ∈ B × Nlf ] for
bounded B ⊆ S. By Lemma B.4 in Section B.3, we thus just need to
verify (3.7) when h is of the form
h(ξ, x) = 1[ξ ∈ C, n(xA ) = 0], bounded A, C ⊆ S. (3.8)
But this follows from the first part of the proof, since B = A ∪ C is
bounded and ρ is locally integrable.

By induction we easily obtain the following extended Slivnyak-Mecke

theorem.

† Readers who are unfamiliar with measure theory may prefer to skip this part of
the proof.

©2004 by Chapman & Hall/CRC

 Theorem 3.3 If X ∼ Poisson(S, ρ), then for any n ∈ N and any func-
tion h : S n × Nlf → [0, ∞),
=


E h(ξ1 , . . . , ξn , X \ {ξ1 , . . . , ξn })
ξ1 ,...,ξn ∈X
  
n
= ··· Eh(ξ1 , . . . , ξn , X) ρ(ξi )dξ1 · · · dξn (3.9)
S S i=1

where the = over the summation sign means that the n points ξ1 , . . . , ξn
are pairwise distinct.
Proof. For n = 1, (3.7) and (3.9) obviously agree. For n ≥ 2, consider
=


h̃(ξ, x) = h(ξ, ξ2 , . . . , ξn , x \ {ξ2 , . . . , ξn }).
ξ2 ,...,ξn ∈x

By (3.7) and the induction hypothesis, the left hand side in (3.9) is equal
to


E h̃(ξ, X \ ξ) = Eh̃(ξ, X)ρ(ξ)dξ
ξ∈X S
  
= ··· Eh(ξ, ξ2 , . . . , ξn , X)ρ(ξ2 ) · · · ρ(ξn )dξ2 · · · dξn ρ(ξ)dξ
S S S

which agrees with the right side in (3.9).

3.2.2 Superpositioning and thinning

We now define two basic operations for point processes.

Definition 3.5 A disjoint union ∪∞

i=1 Xi of point processes X1 , X2 , . . .,
is called a superposition.

Definition 3.6 Let p : S → [0, 1] be a function and X a point process

on S. The point process Xthin ⊆ X obtained by including ξ ∈ X in Xthin
with probability p(ξ), where points are included/excluded independently
of each other, is said to be an independent thinning of X with retention
probabilities p(ξ), ξ ∈ S. Formally, we can set
Xthin = {ξ ∈ X : R(ξ) ≤ p(ξ)}
where R(ξ) ∼ Uniform[0, 1], ξ ∈ S, are mutually independent and inde-
pendent of X.
As shown in the following two propositions, the class of Poisson pro-
cesses is closed under both superpositioning and independent thinning.

©2004 by Chapman & Hall/CRC

 Proposition 3.6 If X i ∼ Poisson(S, ρi ), i = 1, 2, . . . , are mutually
independent and ρ = ρi is locally integrable, then with probability
one, X = ∪∞
i=1 Xi is a disjoint union, and X ∼ Poisson(S, ρ).

Proof. The first part can easily be verified using Proposition 3.1 and
considering two independent Poisson processes within a bounded ball
B which expands to S; it is also verified in the Disjointness Lemma in
Kingman (1993). The second part follows from Theorem 3.1: for bounded
B ⊆ S,
∞
 ∞

P (XB = ∅) = P (Xi ∩ B = ∅) = exp(−µi (B)) = exp(−µ(B))
i=1 i=1

where µi (B) = B ρi (ξ)dξ.

Proposition 3.7 Suppose that X ∼ Poisson(S, ρ) is subject to inde-

pendent thinning with retention probabilities p(ξ), ξ ∈ S, and let
ρthin (ξ) = p(ξ)ρ(ξ), ξ ∈ S.
Then Xthin and X \ Xthin are independent Poisson processes with inten-
sity functions ρthin and ρ − ρthin , respectively.

Proof. Let µthin be given by µthin (B) = ρthin (ξ)dξ. By (3.5), we only
need to verify that
P (Xthin ∩A = ∅, (X \Xthin )∩B = ∅) = exp(−µthin (A)−µ(B)+µthin (B))
(3.10)
for bounded A, B ⊆ S. By Proposition 3.1 and Definition 3.6, for any
bounded C ⊆ S,

∞  n
1 −µ(C)
P (Xthin ∩ C = ∅) = e (1 − p(ξ))ρ(ξ)dξ
n=0
n! C

= exp(−µthin (C)).
By symmetry,
P ((X \ Xthin ) ∩ C = ∅) = exp(−(µ − µthin )(C)).
The result now follows by Proposition 3.2: for bounded A, B ⊆ S,
P (Xthin ∩ A = ∅, (X \ Xthin ) ∩ B = ∅)
=P (X ∩ A ∩ B = ∅)P (Xthin ∩ (A \ B) = ∅)P ((X \ Xthin ) ∩ (B \ A) = ∅)
= exp(−µ(A ∩ B) − µthin (A \ B) − (µ − µthin )(B \ A))
whereby (3.10) is obtained.
The following corollary shows that inhomogeneous Poisson processes
often can be derived by thinning a homogeneous Poisson process.

©2004 by Chapman & Hall/CRC

 Corollary 3.1 Suppose that X ∼ Poisson(Rd , ρ) where the intensity
function ρ is bounded by a finite constant c. Then X is distributed as
an independent thinning of Poisson(Rd , c) with retention probabilities
p(ξ) = ρ(ξ)/c.
Proof. Follows immediately from Proposition 3.7.

3.2.3 Simulation of Poisson processes

Simulation of a Poisson point process X ∼ Poisson(Rd , ρ) within a
bounded set B ⊂ Rd is usually easy.
Consider first the homogeneous case where ρ(ξ) = ρ0 > 0 is constant
for all ξ ∈ B. For d = 1, if B is an interval, we may simulate the
restriction to B of the Poisson process considered in Proposition 3.5.
For d ≥ 2, we consider three cases:
1. If B = b(0, r) is a ball, simulation of XB is straightforward by Propo-
sition 3.4: simulate S1 , . . . , Sm and U1 , . . . , Um−1 , where m is given
by that Rm−1 ≤ r < Rm , and return XB = {R1 U1 , . . . , Rm−1 Um−1 }.
This radial simulation procedure is due to Quine & Watson (1984).
2. If B = [0, a1 ]×· · ·×[0, ad ] is a box, then by (i)–(ii) in Definition 3.2, we
may first generate the number of points N (B) ∼ po(ρ0 a1 · · · ad ) (see
e.g. Ripley, 1987), and second the locations of the N (B) independent
and uniformly distributed points in B. An alternative is to apply
Proposition 3.5, where we exploit that by (i)–(ii) in Definition 3.2,
• the point process consisting of the first coordinates ξ (1) of the
points ξ = (ξ (1) , ξ (2) , . . . , ξ (d) ) ∈ XB is Poisson([0, a1 ], ρ0 a2 · · · ad ),
• the remaining components (ξ (2) , . . . , ξ (d) ) of such points are inde-
pendent and uniformly distributed on [0, a2 ] × · · · × [0, ad ].
3. If B is bounded but neither a ball nor a box, we simply simulate X
on a ball or box B0 containing B, and disregard the points falling in
B0 \ B.
Suppose next that XB is inhomogeneous with ρ(ξ), ξ ∈ B, bounded by
a constant ρ0 > 0. Then we may first generate a homogeneous Poisson
process Y on B with intensity ρ0 . Next we obtain XB as an independent
thinning of YB with retention probabilities p(ξ) = ρ(ξ)/ρ0 , ξ ∈ B, cf.
Proposition 3.7. The right plot in Figure 3.1 is generated in this way.
For d = 1, an alternative is the transformation method considered in
Remark 3.4 (this method does not require ρ to be bounded on B).

3.2.4 Densities for Poisson processes

If X1 and X2 are two point processes defined on the same space S, then
X1 is absolutely continuous with respect to X2 (or more precisely the

©2004 by Chapman & Hall/CRC

 distribution of X1 is absolutely continuous with respect to the distribu-
tion of X2 ) if and only if P (X2 ∈ F ) = 0 implies that P (X1 ∈ F ) = 0
for F ⊆ Nlf . Equivalently, by the Radon-Nikodym theorem (see e.g. p.
422 in Billingsley 1995), there exists a function f : Nlf → [0, ∞] so that
 
P (X1 ∈ F ) = E 1[X2 ∈ F ]f (X2 ) , F ⊆ Nlf .
We call f a density for X1 with respect to X2 .
The following proposition shows that Poisson processes are not always
absolutely continuous with respect to each other; but they are always
absolutely continuous with respect to the standard Poisson process if we
let S be bounded.

Proposition 3.8
(i) For any numbers ρ1 > 0 and ρ2 > 0, Poisson(Rd , ρ1 ) is absolutely
continuous with respect to Poisson(Rd , ρ2 ) if and only if ρ1 = ρ2 .

(ii) For i = 1, 2, suppose that ρi : S → [0, ∞) so that µi (S) = S ρi (ξ)dξ
is finite, and that ρ2 (ξ) > 0 whenever ρ1 (ξ) > 0. Then Poisson(S, ρ1 )
is absolutely continuous with respect to Poisson(S, ρ2 ), with density

f (x) = exp(µ2 (S) − µ1 (S)) ρ1 (ξ)/ρ2 (ξ) (3.11)
ξ∈x

for finite point configurations x ⊂ S (taking 0/0 = 0).

Proof. (i) The “if” part is trivial. Assume that ρ1 = ρ2 . Consider dis-
i m⊆ R with |Ai | = 1, i = 1, 2, . . ., and let Fd = {x ∈
d
joint subsets A
Nlf : limm→∞ i=1 n(x ∩ Ai )/m = ρ1 }. Under both Poisson(R , ρ1 ) and
Poisson(Rd , ρ2 ), the N (Ai ) are i.i.d. but with means ρ1 and ρ2 , respec-
tively. Hence, by the strong law of large numbers, P (X1 ∈ F ) = 1 but
P (X2 ∈ F ) = 0. 
(ii) IfY is Poisson(S, ρ2 ), we have to verify that P (X ∈ F ) = E 1[Y ∈
F ]f (Y ) for F ⊆ Nlf . This is straightforwardly derived from Proposi-
tion 3.1.

We consider densities of point processes in more detail in Chapter 6.

3.3 Marked Poisson pro cesses

Consider now a marked point process X = {(ξ, mξ ) : ξ ∈ Y } with
points in T and mark space M , cf. Section 2.2 or the general setting in
Section B.2.

Definition 3.7 Suppose that Y is Poisson(T, φ), where φ is a locally

integrable intensity function, and conditional on Y, the marks {mξ :

©2004 by Chapman & Hall/CRC

 ξ ∈ Y } are mutually independent. Then X is a marked Poisson process.
If the marks are identically distributed with a common distribution Q,
then Q is called the mark distribution.

The marks can e.g. be integers, real numbers, geometric objects, or

even themselves point processes. If M = {1, . . . , k}, then X is called
a multitype Poisson process. If M = {K ⊆ S : K compact}, then
the so-called Boolean model is obtained (more details can be found in
Molchanov 1997).
A simulation of a Boolean model is shown in Figure 3.2 (left). For com-
parison with the spruces data in Example 1.4 we use T = [0, 56] × [0, 38]
and sample the marks from the empirical distribution of the disc radii
in Figure 1.4 (see also Figure 4.13 in Section 4.5). The large number
of overlapping discs in the simulation indicates that a Boolean model is
not appropriate for the spruces data. In Examples 9.1 and 9.2 in Sec-
tions 9.1.4 we consider more appropriate Markov point process models.

. . . . .
.
. .
. . . . .
. . .. .
. .. .
. .
. . .
. . .. .
. . . . . .
. . . . . .
.
. . . . . .
. .
. . . ..
. . .
. . . .
. . . . . .. .
.. . .. .
.
.. .. . .
. . .
. . . . .
.. .
. . . .
.. . .. . . .
. .
. . . .
. . .. .
. . .. .
. . . . .
. . .
.

Figure 3.2 Left: simulation of a homogeneous Boolean model conditional on

134 points and with disc radii sampled from the empirical distribution of the
disc radii in Figure 1.4. Right: simulation of a bivariate Poisson process where
circles are given by random displacements of the crosses using a bivariate
standard normal distribution. In both plots the simulation window is [0, 56] ×
[0, 38].

In the rest of this section we consider the case M ⊆ Rp , p ≥ 1.

Proposition 3.9 Let X be a marked Poisson process with M ⊆ Rp

and where, conditional on Y , each mark mξ has a discrete or continuous
density pξ which does not depend on Y \ ξ. Let ρ(ξ, m) = φ(ξ)pξ (m).
Then
(i) X ∼ Poisson(T × M, ρ);

(ii) if the density on M defined by κ(m) = T
ρ(ξ, m)dξ is locally in-

©2004 by Chapman & Hall/CRC

 tegrable, then {mξ : ξ ∈ Y } ∼ Poisson(M, κ) (where we refer to
Remark 3.1 for the discrete case of M ).

Proof. (i) follows directly from Proposition 3.1.

(ii) Let B be a bounded Borel set in M . Then

P ({mξ : ξ ∈ Y }∩B = ∅) = 1−P (X ∩(T ×B) = ∅) = exp(− κ(m)dm)
B

where the last equality follows from (i). The result now follows from
Theorem 3.1.

Note that not all Poisson(T × M, ρ)-processes are marked Poisson

processes,
 since Definition 3.7 requires local
integrability of φ(ξ) given by
M ρ(ξ, m)dm in the continuous case or by ξ∈M ρ(ξ, m) in the discrete
case. Likewise, it is easy to construct marked Poisson processes which
are not Poisson processes, since the conditional distribution of mξ for a
marked Poisson process may depend on Y \ ξ.

3.3.1 Random independent displacements of the points in a Poisson

process
Suppose that Y ∗ = {ξ + mξ : ξ ∈ Y } is obtained by random independent
displacements of the points in Y ∼ Poisson(Rd , ρ) where conditional on
Y , the mξ are independent and each distributed according to a density
pξ on Rd which does not depend on Y \ ξ. Letting X ∗ be the marked
Poisson point process with marked points (ξ, ξ + mξ ), it follows from (ii)
in Proposition 3.9 that Y ∗ is a Poisson process with intensity function

∗
ρ (η) = ρ(ξ)pξ (η − ξ)dξ

provided ρ∗ is locally integrable. If ρ is constant and pξ does not depend

on ξ, then Y ∗ becomes a stationary Poisson process with intensity ρ∗ =
ρ.
Figure 3.2 (right) shows a simulation of a bivariate Poisson process,
where one type of points (the circles) are random displacements of the
other type of points (the crosses), which follow a Poisson([0, 56] × [0, 38],
100)-process. The displacements are given by independent bivariate stan-
dard normal distributions.

3.3.2 Multivariate Poisson processes and random labelling

By a multivariate Poisson process (or a bivariate Poisson process if k =
2) is usually meant that each Xi is a stationary Poisson process on Rd
with intensity 0 < ρi < ∞ for i = 1, . . . , k, see e.g. Diggle (1983). An

©2004 by Chapman & Hall/CRC

 example of a bivariate Poisson process with positive correlation between
the components is (Y, Y ∗ ) where Y is a stationary Poisson process and
Y ∗ is obtained by random independent displacements of the points in Y .
A construction of a bivariate Poisson process with negative correlation
between the components is given in Brown, Silverman & Milne (1981).
Consider now a multitype process X with M = {1, . . . , k}. This can be
identified with a multivariate point process (X1 , . . . , Xk ), cf. Section 2.2.
We have equivalence between the following two properties: (i) P (mξ =
i|Y = y) = pξ (i) depends only on ξ for realisations y of Y and ξ ∈
y; (ii) (X1 , . . . , Xk ) is a multivariate Poisson process with independent
components Xi ∼ Poisson(T, ρi ) where ρi (ξ) = φ(ξ)pξ (i), i = 1, . . . , k.
That (i) implies (ii) follows by induction using Proposition 3.7, since if
e.g. k = 2, we can think of X1 = {ξ ∈ Y : mξ = 1} as an independent
thinning of Y with retention probability pξ (1), ξ ∈ Y . That (ii) implies
(i) is a consequence of the well-known result that we obtain a multinomial
distribution when conditioning on the sum of k independent Poisson
variables.
A common hypothesis for marked point processes {(ξ, mξ ) : ξ ∈ Y } is
that of random labelling which means that conditional on Y , the marks
mξ are mutually independent and the distribution of mξ does not depend
on Y . For a multitype Poisson process, for example, random labelling
means (i) above with pξ (i) = p(i) not depending on the location ξ.

©2004 by Chapman & Hall/CRC

 CHAPTER 4

Summary statistics

This chapter surveys the most commonly used summary statistics for
point processes and multitype point processes in the homogeneous as
well as the inhomogeneous case. Exploratory analysis for spatial point
patterns and the validation of fitted models are often based on nonpara-
metric estimates of various summary statistics. For example, the initial
step of a point process analysis often consists of looking for discrepan-
cies with a Poisson model using nonparametric estimates of summary
statistics.
Section 4.1 deals with characteristics describing the first and second
order properties of a point process, particularly intensity and pair corre-
lation functions and second order reduced moment measures. Section 4.2
focuses on summary statistics for second order properties (such as the
so-called K and L-functions, and including the anisotropic case) and
summary statistics based on interpoint distances (such as the so-called
F , G, and J-functions). Section 4.3 concerns nonparametric estimation
of summary statistics and contains some examples of applications; many
other examples are given in the other chapters of this book. Sections 4.4–
4.5 concern summary statistics for multivariate and marked point pro-
cesses. The more technical part related to this chapter is deferred to
Appendix C.
Further material on summary statistics can be found in Stoyan &
Stoyan (1994, 2000), Baddeley & Gill (1997), Ohser & Mücklich (2000),
and the references therein. The application of many of the summary
statistics in this chapter requires some sort of stationarity assumption.
We therefore consider point processes (or marked point processes) with
points in Rd . However, in some cases we can replace Rd with a proper
subset of Rd or an arbitrary space S, cf. Appendix C.

4.1 First and second order prop erties of a p oint pro cess

Throughout this section X denotes a point process on S = Rd .

©2004 by Chapman & Hall/CRC

 4.1.1 Basic definitions and results
The first and second order properties of the random count variables
N (B) for B ⊆ S are described by the so-called intensity measure and
second order factorial moment measure defined as follows.

Definition 4.1 The intensity measure µ on Rd is given by

µ(B) = EN (B), B ⊆ Rd ,
and the second order factorial moment measure α(2) on Rd × Rd by
=


α(2) (C) = E 1[(ξ, η) ∈ C], C ⊆ Rd × Rd .
ξ,η∈X

In Appendix C we consider in more detail moment measures of any

order on a general space S. Note that
E N (B1 )N (B2 ) = α(2) (B1 × B2 ) + µ(B1 ∩ B2 ), B1 , B2 ⊆ Rd , (4.1)
so α(2) and µ determine the second order moments of the random vari-
ables N (B), B ⊆ Rd .

Definition 4.2 If the intensity measure µ can be written as


µ(B) = ρ(ξ)dξ, B ⊆ Rd ,
B
where ρ is a nonnegative function, then ρ is called the intensity function.
If ρ is constant, then X is said to be homogeneous or first order stationary
with intensity ρ; otherwise X is said to be inhomogeneous.
Definition 4.2 is in agreement with Definition 3.3. Heuristically, ρ(ξ)dξ
is the probability for the occurrence of a point in an infinitesimally small
ball with centre ξ and volume dξ. For a homogeneous point process, ρ
is the mean number of points per unit volume.

Definition 4.3 If the second order factorial moment measure α(2) can
be written as
 
α(2) (C) = 1[(ξ, η) ∈ C]ρ(2) (ξ, η)dξdη, C ⊆ Rd × Rd ,

where ρ(2) is a nonnegative function, then ρ(2) is called the second order
product density.

Intuitively, ρ(2) (ξ, η)dξdη is the probability for observing a pair of

points from X occuring jointly in each of two infinitesimally small balls
with centres ξ, η and volumes dξ, dη. In order to study whether a point

©2004 by Chapman & Hall/CRC

 process deviates from the Poisson process, it is useful to normalise the
second order product density ρ(2) (ξ, η) by dividing with ρ(ξ)ρ(η).

Definition 4.4 If both ρ and ρ(2) exist, the pair correlation function is
defined by
ρ(2) (ξ, η)
g(ξ, η) =
ρ(ξ)ρ(η)
where we take a/0 = 0 for a ≥ 0.

The g-function is widely used in astronomy and astrophysics (Peebles

1974, Besag 1977b, Kerscher 2000). For a Poisson process we imme-
diately obtain from the extended Slivnyak-Mecke Theorem 3.3 (Sec-
tion 3.2) that we can take ρ(2) (ξ, η) = ρ(ξ)ρ(η) so that g(ξ, η) = 1.
If for example g(ξ, η) > 1, this indicates that pair of points are more
likely to occur jointly at the locations ξ, η than for a Poisson process
with the same intensity function as X.
If X is stationary, g becomes translation invariant, i.e. g(ξ, η) = g(ξ −
η). † Note that there exist cases where g is translation invariant but ρ is
inhomogeneous, see e.g. Section 5.6.

Proposition 4.1 Suppose that X has intensity function ρ and second

order product density ρ(2) . Then for functions h1 : Rd → [0, ∞) and
h2 : Rd × Rd → [0, ∞),


E h1 (ξ) = h1 (ξ)ρ(ξ)dξ (4.2)
ξ∈X

and
=

 
E h2 (ξ, η) = h2 (ξ, η)ρ(2) (ξ, η)dξdη. (4.3)
ξ,η∈S

Proof. By the standard proof these equalities follow directly from Defi-
nitions 4.1–4.3.

A more general version of these results is given by (C.1) in Section C.1.1.

Proposition 4.2 Suppose that X has intensity function ρ and sec-

ond order product density ρ(2) , and that Xthin is an independent thin-
ning of X with retention probabilities p(ξ), ξ ∈ Rd . Then the inten-
sity function and second order product density of Xthin are given by

† Strictly speaking this holds for all ξ, η ∈ Rd \ A where A ⊂ Rd is of zero volume.

Note that we abuse notation and denote by g also the function which describes
how the pair correlation depends on differences.

©2004 by Chapman & Hall/CRC

 (2)
ρthin (ξ) = p(ξ)ρ(ξ) and ρthin (ξ, η) = p(ξ)p(η)ρ(2) (ξ, η), and the pair cor-
relation function is invariant under independent thinning: g = gthin .
Proof. Using a notation as in Definition 3.6, recall that R(ξ) ∼ Uniform
([0, 1]), ξ ∈ Rd , are mutually independent and independent of X. So for
B ⊆ Rd ,


E n(Xthin ∩ B) = E E 1[ξ ∈ B, R(ξ) ≤ p(ξ)] X
ξ∈X


=E p(ξ)1[ξ ∈ B] = p(ξ)ρ(ξ)dξ
ξ∈X B

where the last equality follows from (4.2). Hence ρthin (ξ) = p(ξ)ρ(ξ). It
(2)
follows in the same way that ρthin (ξ, η) = p(ξ)p(η)ρ(2) (ξ, η), and so
(2)
gthin(ξ, η) = ρthin (ξ, η)/(ρthin (ξ)ρthin (η)) = ρ(2) (ξ, η)/(ρ(ξ)ρ(η))
= g(ξ, η).

4.1.2 The second order reduced moment measure

The second order factorial moment measure can sometimes be expressed
in terms of the intensity function and the following measure K on Rd .

Definition 4.5 Suppose that X has intensity function ρ and that the
measure
=


1 1[ξ ∈ A, η − ξ ∈ B]
K(B) = E , B ⊆ Rd , (4.4)
|A| ρ(ξ)ρ(η)
ξ,η∈X

does not depend on the choice of A ⊆ Rd with 0 < |A| < ∞, where we
take a/0 = 0 for a ≥ 0. Then X is said to be second order intensity
reweighted stationary and K is called the second order reduced moment
measure.
Stationarity of X implies second order intensity reweighted stationar-
ity.† If the pair correlation function exists and is invariant under trans-
† This follows by some elementary measure theoretical properties: In the stationary
case where ρ is constant,
=


ν(A) = |A|ρ2 K(B) = E 1[ξ ∈ A, η − ξ ∈ B]
ξ,η∈X

is seen to be a translation invariant measure for A ⊆ Rd when B is fixed, and so

ν is proportional to Lebesgue measure on Rd .

©2004 by Chapman & Hall/CRC

 lations, then we have second order intensity reweighted stationarity and

K(B) = g(ξ)dξ, B ⊆ Rd . (4.5)
B

This follows by applying (4.3) to the right hand side in (4.4). Note that
K is in general not translation invariant (even if X is stationary).
When the intensity ρ is constant we have that

α (B1 × B2 ) = ρ
(2) 2
K(B2 − ξ)dξ.
B1

In the stationary case ρK(B) can be interpreted as the conditional expec-

tation of the number of further points in B given that X has a point at
the origin. This interpretation is given a precise meaning in Section C.2.3.
The measure K is used in Sections 4.2.1–4.2.2 for constructing vari-
ous summary statistics. A useful property, which holds for K and hence
the related summary statistics, is that K is invariant under independent
thinning:

Proposition 4.3 If Xthin is an independent thinning of a second or-

der reweighted stationary point process X, then Xthin is second order
reweighted stationary, and Xthin and X have the same K-measure.

Proof. This follows along similar lines as in the proof of Proposition 4.2.

4.2 Summary statistics

In this section we consider various summary statistics for a point process
X on Rd : the so-called K, L, g-functions in Section 4.2.1, directional K-
functions in Section 4.2.2, and F, G, J-functions in Section 4.2.3.

4.2.1 Second order summary statistics

In applications we consider estimates of K(B) for a class of test sets B
such as balls. Thereby second order summary statistics are obtained as
described below.

Definition 4.6 The K and L-functions for a second order reweighted

stationary point process are defined by
K(r) = K(b(0, r)), L(r) = (K(r)/ωd )1/d , r > 0.

©2004 by Chapman & Hall/CRC

 This definition, which extends the definition of Ripley’s K-function
(Ripley 1976, 1977) for the stationary case to the case of second order in-
tensity reweighted stationarity, is due to Baddeley, Møller & Waagepeter-
sen (2000). In the stationary case, ρK(r) is the expected number of fur-
ther points within distance r from the origin given that X has a point
at the origin.
The K and L-functions are in one-to-one correspondence, and in ap-
plications the L-function is often used instead of the K-function. One
reason is that L is the identity for a Poisson process. In general, at least
for small values of r, L(r) − r > 0 indicates aggregation or clustering at
distances less than r, and L(r)− r < 0 regularity at distances less than r.
This may be due to certain latent processes (Chapter 5) or attraction or
repulsion between the points (Chapter 6). Moreover, for a homogeneous
Poisson process, the transformation K → L is variance stabilising when
K is estimated by nonparametric methods (Besag 1977b).
If K is invariant under rotations, then K is determined by K. This is
the case if X is isotropic, cf. (4.4), or if g(ξ, η) = g(ξ − η) is isotropic,†
cf. (4.5). If g is isotropic, then by (4.5),
 r
K(r) = σd td−1 g(t)dt. (4.6)
0

This shows the close relationship between K and g. Many statisticians

seem more keen on using the L or K-function than g (see e.g. Ripley 1981
and Diggle 1983), possibly because it is simpler to estimate K than g,
cf. Section 4.3.2. However, since K is a cumulative function, it is usually
easier to interpret a plot of g than a plot of K. We shall therefore also
consider estimates of g when it is isotropic. In general, at least for small
values of r, g(r) > 1 indicates aggregation or clustering at distances r,
and g(r) < 1 regularity at such distances.
It should be noticed that very different point process models can share
the same K-function, see Baddeley & Silverman (1984) and Baddeley,
Møller & Waagepetersen (2000). In Section 5.4 we show that different
shot noise Cox processes can have the same pair correlation function.

4.2.2 Directional K-functions

Test sets B other than balls may be considered for K(B). For example,
in the planar case d = 2, in order to investigate for a possible anisotropy,
directional K-functions can be constructed as follows (see also Stoyan &
Stoyan 1994 and Brix & Møller 2001).

† Here and in the following we abuse notation and denote by g also the function
which describes how the pair correlation depends on interpoint distances.

©2004 by Chapman & Hall/CRC

 For −π/2 ≤ ϕ < π/2, ϕ < ψ ≤ ϕ + π, and r > 0, define
K(ϕ, ψ, r) = K(B(ϕ, ψ, r)) (4.7)
where
B(ϕ, ψ, r) = {t(cos v, sin v) : 0 ≤ t ≤ r, φ ≤ v ≤ ψ or φ + π ≤ v ≤ ψ + π}
is the union of the two sectors of b(0, r) with the angles of the first sector
between ϕ and ψ, and the angles of the second sector between ϕ + π and
ψ + π, see Figure 4.1. If X is isotropic, then K(ϕ, ψ, r) = K(r)(ψ − ϕ)/π
for all (ϕ, ψ).

Figure 4.1 B(−π/6, π/6, r) (light grey).

4.2.3 Summary statistics based on interpoint distances

We now consider three summary statistics based on interpoint distances.

Definition 4.7 Assume that X is stationary. The empty space function

F is the distribution function of the distance from the origin (or another
fixed point in Rd ) to the nearest point in X, i.e.
F (r) = P (X ∩ b(0, r) = ∅), r > 0. (4.8)
The nearest-neighbour function G is
1

G(r) = E 1[(X \ ξ) ∩ b(ξ, r) = ∅], r > 0, (4.9)
ρ|A|
ξ∈X∩A

for an arbitrary set A ⊂ Rd with 0 < |A| < ∞. Finally, the J-function
is defined by
J(r) = (1 − G(r))/(1 − F (r)) for F (r) < 1. (4.10)

It is not obvious how to extend the definitions of F, G, and J to the

nonstationary case. The empty space function is also called the spherical
contact distribution function. By stationarity, (4.9) does not depend on

©2004 by Chapman & Hall/CRC

 the choice of A. As indicated by its name, G can be interpreted as the
distribution function of the distance from a typical point in X to the
nearest-neighbour in X, see Section C.2.3. The J-function was suggested
by van Lieshout & Baddeley (1996).
For a stationary Poisson process on Rd with intensity ρ < ∞,
F (r) = G(r) = 1 − exp(−ρωd rd ) and J(r) = 1 for r > 0,
where the equality for G follows from the Slivnyak-Mecke Theorem 3.2
(Section 3.2). For other kind of models, closed form expressions of F, G, J
are rarely known. In general, at least for small values of r > 0, F (r) <
G(r) (or J(r) < 1) indicates aggregation or clustering, and F (r) > G(r)
(or J(r) > 1) regularity. Bedford & van den Berg (1997) show that J = 1
does not imply that X is a stationary Poisson process.

4.3 Nonparametric estimation

We now turn to nonparametric estimation of summary statistics. In this
section we let X be a spatial point process on Rd with intensity function
ρ; if X is stationary, ρ is assumed to be a constant with 0 < ρ < ∞.
Whenever needed we assume that the pair correlation function g or the
measure K exists. We confine ourself to the case where a single point pat-
tern XW = x is observed in a bounded window W ⊂ Rd with |W | > 0,
and discuss nonparametric estimation of ρ, K, K, L, g, F, G, and J. Ex-
tensions to replicated point patterns and to marked point processes are
sometimes obvious; see Diggle, Lange & Beněs (1991), Baddeley, Moy-
eed, Howard & Boyde (1993), Diggle, Mateu & Clough (2000), Schlather
(2001), and the references therein. Higher order summary statistics can
be introduced as well, but the corresponding nonparametric estimators
may be less stable if the number of points observed is not sufficiently
large; see Peebles & Groth (1975), Stoyan & Stoyan (1994), Møller,
Syversveen & Waagepetersen (1998), and Schladitz & Baddeley (2000).

4.3.1 Nonparametric estimation of intensity functions

In the homogeneous case, a natural unbiased estimate of the intensity is
ρ̂ = n(x)/|W |. (4.11)
This is in fact the maximum likelihood estimate if X is a homogeneous
Poisson process.
In the inhomogeneous case, a nonparametric kernel estimate of the
intensity function is


ρ̂b (ξ) = kb (ξ − η)/cW,b (η), ξ ∈ W (4.12)
η∈x

©2004 by Chapman & Hall/CRC

 (Diggle 1985). Here kb is a kernel with band width b > 0, i.e. kb (ξ) =
k(ξ/b)/bd where k is a given density function, and

cW,b (η) = kb (ξ − η)dξ
W

is an edge correction factor. The estimate (4.12) is usually sensitive to

the choice of b, while the choice of k is less important. In our examples
where d = 2 we use a product kernel given by k(ξ) = e(ξ1 )e(ξ2 ) for
ξ = (ξ1 , ξ2 ) ∈ R2 , where
e(u) = (3/4)(1 − |u|)1[|u| ≤ 1], u ∈ R, (4.13)
is the Epanečnikov kernel.

Lemma 4.1 W
ρ̂b (ξ)dξ is an unbiased estimate of µ(W ).

Proof. We have that




E kb (ξ − η)/cW,b (η)dξ = E kb (ξ − η)/cW,b (η)dξ
W η∈X W η∈XW
  
W

= (kb (ξ − η)/cW,b (η))ρ(η)dηdξ = ρ(η)dη = µ(W )

W W W

using (4.2) in the second equality.

Example 4.1 (Intensity function for mucous cell data) Figure 4.2 shows
nonparametric estimates of the intensity function for the point pattern
in Example 1.3 when the information of point type is ignored. The band
widths used are b = 0.08, 0.12, 0.16, and 0.20. The choice b = 0.16 seems
to provide a suitable impression of the large scale variation in the point
pattern.

4.3.2 Nonparametric estimation of K and L

For nonparametric estimation of K, it is useful to establish the following
lemma where we write Wξ = {η + ξ : η ∈ W } for the translate of W by
ξ ∈ Rd .

Lemma 4.2 Suppose that |W ∩ Wξ | > 0 for all ξ ∈ B, and that X is

second order intensity reweighted stationary. Then
=

1[η − ξ ∈ B]
(4.14)
ρ(ξ)ρ(η)|W ∩ Wη−ξ |
ξ,η∈x

is an unbiased estimate of K(B).

©2004 by Chapman & Hall/CRC

 Figure 4.2 Nonparametric estimates of the intensity function for the mucous
membrane cell data obtained with band widths b = 0.08 (upper left), 0.12 (upper
right), 0.16 (lower left), and 0.20 (lower right).

Proof. For simplicity assume that X has a translation invariant pair cor-
relation function g so that we can use (4.3) with ρ(2) (ξ, η) = ρ(η)ρ(ξ)g(η−
ξ). In the general case the proof is similar, using (C.2) instead of (4.3).
Letting h(ξ, η) = 1[η − ξ ∈ B]/(ρ(ξ)ρ(η)|W ∩ Wη−ξ |) in (4.3) we get
=

1[η − ξ ∈ B]
E
ρ(ξ)ρ(η)|W ∩ Wη−ξ |
ξ,η∈XW
 
1[ξ ∈ W, η ∈ W, η − ξ ∈ B]
= g(η − ξ)dηdξ
|W ∩ Wη−ξ |
 
1[ξ ∈ W ∩ W−η̃ , η̃ ∈ B]
= g(η̃)dξdη̃
|W ∩ Wη̃ |
= K(B)
using (4.5) and that |W ∩ Wη̃ | = |W ∩ W−η̃ | in the last equality.

The condition on B in Lemma 4.2 means that if e.g. B = b(0, r) and

W is rectangular, it is required that r be smaller than the smallest side in
W . The condition can be weakened: for instance, if the pair correlation

©2004 by Chapman & Hall/CRC

 exists, it suffices to assume that
|{ξ ∈ B : |W ∩ Wξ | = 0}| = 0. (4.15)
We illustrate later in Example 4.3 what this means for the special design
of the weed plants.
Lemma 4.2 provides an unbiased estimate of K(B) provided ρ is known.
In practice ρ is not known, so ρ(ξ)ρ(η) in (4.14) must be replaced by an
 The combined estimate
estimate ρ(ξ)ρ(η).
=

1[η − ξ ∈ B]
K̂(B) = (4.16)

ξ,η∈x ρ(ξ)ρ(η)|W ∩ Wη−ξ |

is then biased. The estimate of L(r) obtained from transforming that of

K(r) is in general biased as well.
In fact unbiasedness is usually unobtainable for many estimators in
spatial statistics, but instead they are often ratio-unbiased, i.e. of the
form θ̂ = Y /Z where θ = EY /EZ. For example, in the homogeneous
 = ρ2 is unbiased, then (4.16) is ratio-unbiased. Stoyan &
case, if ρ(ξ)ρ(η)
Stoyan (2000) discuss various possibilities for the homogeneous case: one
possibility is to transform the estimate in (4.11) to obtain n(x)2 /|W |2
as an estimate of ρ2 ; an alternative is
ρ2 = n(x)(n(x) − 1)/|W |2 (4.17)
which is unbiased for a Poisson process. For the inhomogeneous case,
 = ρ̄b (ξ)ρ̄b (η) where
Baddeley et al. (2000) propose to use ρ(ξ)ρ(η)


ρ̄b (ξ) = κb (ξ − η)/cW,b (η), ξ ∈ W, (4.18)
η∈x\ξ

is a slight modification of (4.12). Baddeley et al. (2000) show that for an

inhomogeneous Poisson processes, ρ̄b (ξ) is less biased than ρ̂b (ξ) when
ξ ∈ x is a data point. They argue that this is also the case for a point
process with pair correlation function g ≥ 1, while the picture is less
clear if g ≤ 1.

4.3.3 Edge correction

The weight 1/|W ∩Wη−ξ | in (4.14) and (4.16) is an edge correction factor
which we use because of its simplicity and general applicability; see also
the discussion in Stoyan & Stoyan (1994). However, numerous other edge
correction factors have been suggested in the literature, see e.g. Stoyan
& Stoyan (1994, 2000) and Ohser & Mücklich (2000).
A simpler alternative is based on minus sampling: For r > 0, let
W r = {ξ ∈ W : b(ξ, r) ⊆ W }

©2004 by Chapman & Hall/CRC

 denote the set of points in W with a distance to the boundary of W
which is greater than r. Then
=

1[η − ξ ∈ B]
ρ(ξ)ρ(η)
ξ∈x,η∈x∩W
r

is an unbiased estimate of K(B) (which of course becomes biased when

we replace ρ(ξ)ρ(η) by an estimate). This is called the simple border
correction estimate or reduced-sample estimate of K(B). There is a loss
of information in this estimate, since some pairs of points are excluded. In
contrast the sum in (4.16) includes all observed pairs of points. However,
given sufficient data, one may prefer the reduced-sample estimate if in
(4.16) very large weights 1/|W ∩Wη−ξ | are given to point pairs {ξ, η} ⊆ x
with η − ξ ∈ B.

4.3.4 Envelopes for summary statistics

A plot of a nonparametric estimate of a summary statistic like L(r)
may be supplied by a confidence interval for each value of r. In the
following we consider the L-function, but the techniques apply on any
of the summary statistics considered in this chapter.
Consider a simple hypothesis H. Confidence intervals and other distri-
butional characteristics associated with the nonparametric estimate L̂(r)
can be obtained by a bootstrap using simulation under H. For a given
distance r > 0, let T0 (r) = T (X, r) denote L̂(r) obtained from the point
process X observed within the window W . Let T1 (r) = T (X1 , r), . . . ,
Tn (r) = T (Xn , r) be obtained from i.i.d. simulations X1 , . . . , Xn under
H. From the empirical distribution of T1 (r), . . . , Tn (r) we can estimate
any quantile for the distribution of T0 (r) under H, and we can do this
with any desired precision if n is large enough. Notice that although
T1 (r), . . . , Tn (r) are i.i.d., the random vectors (T1 (r), . . . , Tn (r)) consid-
ered for different values of r > 0 are dependent. So some caution should
be taken when we compare the results for different values of r.
If the computation of Ti (r), i = 1, . . . , n, is time consuming (this is
e.g. the case for the weed data in Example 1.5), the following envelopes
may be used where n is small (e.g. n = 39 as exemplified below). Let
Tmin (r) = min{T1 (r), . . . , Tn (r)} and Tmax (r) = max{T1 (r), . . . , Tn (r)}.
(4.19)
Under H,
P (T0 (r) < Tmin(r)) = P (T0 (r) > Tmax (r)) ≤ 1/(n + 1) (4.20)
with equality if T0 (r), T1 (r), . . . , Tn (r) are almost surely different. The
bounds Tmin(r) and Tmax (r) are called the 100/(n + 1)%-lower and the

©2004 by Chapman & Hall/CRC

 Another Random Document on
Scribd Without Any Related Topics
 Gleams of moonlight stole through the chinks in the tottering walls of
the court-yard, wild vines threw their long branches from among the age-
worn stones, and the owl, like a thing of evil omen disturbed the air with its
sullen murmur.
Gazing along the court-yard, Adrian beheld a strange and ghastly
spectacle.
Beneath the shadow of the dark gray walls, along the very space
occupied by the array of chariots, one hundred years before, there extended
a long line of death-cars, hearse succeeding hearse, all draped in folds of
black, with four dark steeds, heavy with hangings of dark velvet, attached to
each chariot of the grave, while the coachman’s seat was tenanted by a
grisly skeleton, attired in the gay livery of the noble lord whom he served in
life.
With maddened steps, Adrian hastened along the whole line of hearses,
he beheld each death-car, with its four black steeds, their heads decorated
with sable plumes, their bodies concealed by folds of black velvet, he
beheld the skeleton driver seated on every hearse.
He saw the paraphernalia of death and the grave, and as the horror grew
darker at his heart, he shouted aloud, asking in tones of wild amazement,
the cause of this fearful panorama of woe and gloom.
There came no answer to his shout.
All was silent, save the murmur of the owl and the peals of strange
music floating from the windows of the Festal Hall.
“What means this fearful scene?” whispered Adrian, as he seized the
skeleton servitor of a gloomy hearse by the arm—“What means the long
array of death cars?”
The skeleton extended his fleshless jaws, in a hideous grin, and with his
skeleton hand, brushed the dust of the grave from his gay doublet of blue
and silver, and arranged the tasteful knot of his silken sash.
Still no voice came from his bared teeth, no answer came from his
fleshless visage.
“Fiend of hell,” shouted Adrian, “this sight will drive me mad.”
“Nay, nay, good youth,” exclaimed a soft and whispered voice at his
very shoulder. “Be not alarmed, ’tis but a festal scene. One hundred years
from this night we all thronged yonder dancing hall, ’tis our pleasure, or
mayhap our doom to return to the scene of our former gaiety. I was master
of ceremonies an hundred years ago, I am master of ceremonies, ha, ha, yet
once again. Will it please ye to choose a partner?”
With a feeling of involuntary horror, Adrian turned and beheld a Figure,
clad in a gay robe of purple, faced with snow-white ermine, holding the rod
of office in his hand, while a group of rainbow-hued plumes, hung drooping
over his brow.
Adrian dashed the plumes aside, he beheld, oh sight of mockery, the
fleshless skull, the hollow eye sockets, the cavity of the nose, the grinning
teeth, and the hanging jaw, while the hand grasping the wand of office, was
a grisly skeleton hand.
He turned from the bowing skeleton, and was rushing away with horror,
when a new wonder fixed his attention.
The master of ceremonies waved his wand, and each skeleton driver
leaped from his hearse.
Another signal and the long line of skeletons, each attired in gay and
contrasted livery, extended their skeleton hands, and lifting the pall on high
disclosed the gloomy burden of each death car, the coffin draped in black,
with the heraldic plate of gold, affixed to each coffin lid.
A third wave of the wand from the master of ceremonies, and the
skeleton drivers, unscrewed each coffin lid, and Adrian beheld the occupant
of every tenement of death, slowly rise from their last resting place, gazing
beneath the shadow of the uplifted funeral pall, around upon the court-yard.
As they gazed, Adrian beheld each fleshless skull, wearing the horrible
grimace of death, looking forth from beneath their gaudy head-gear, the
plumed cap, or the jeweled coronet, while their skeleton hands, arranged the
folds of their attire, brushing the coffin dust from the gay robe, or fixing the
tarnished ruffle around the neck with a yet more dainty grace, while the
skeleton drivers, slowly let down the steps of each hearse fashioned in its
sable side. The last signal was given by the master of ceremonies.
And with a low bow, each skeleton servitor extended his hand, to receive
his fair lord or ladye, his fair young mistress or his gallant young master, as
arising from their coffin, they placed their feet on the steps of the hearse,
and slowly descended into the court-yard of the ancient castle.
“Great God, they are thronging around me,” shouted Adrian, “skeleton
after skeleton, clad in the gay costume of life, descend from the funeral
hearse wending in one ghastly throng toward the hall door, on their way to
the festal scene. Oh, ghastly mockery! here are the forms of those who died
when young, and the trembling skeletons of those whom death summoned
when bending with the weight of years. Here are the skeletons of warrior
and courtier, knight and minstrel. All wear glittering costumes, all mimic
the actions of life. Cavalier takes the hand of Damosel, and Lord supports
the form of Ladye, while the fleshless jaws, extend and grimace but speak
no word. They utter a low moaning sound like the deaf mute when he
essays to speak. ’Tis horrible, most horrible, this ghastly array of mockery,
and hark—strange peals of music, are floating from yon lofty windows of
the banquet hall!”
And as he spoke, the spectral train disappeared within the shadow of the
hall door, and he was left alone with the long line of hearses and the
skeleton servitors.
“So please ye, gentle sir, wilt thou not trip a measure in the joyous
dance?” spoke a voice at his shoulder, “Lo! the peals of merry music, lo!
the hum of the dancers feet, moving merrily over the floor. Wilt please thee
to take my arm?”
Adrian turned and beheld the bowing Skeleton-Master of Ceremonies.
“I’ll e’en secure thee a fair partner!” whispered the skeleton as he led
Adrian through the hall door and along the massive stairway. “Look, good
youth, the paintings are somewhat tarnished, very little tarnished since we
beheld them last, and, ha, ha, well, well, such things will come to pass, the
marble steps of the staircase are cracked by the footstep of time. This way,
this way, my good youth. Lo! we are in the festal hall!”
With a gaze of horror, Adrian beheld the hall, whose floor he had
trodden some hundred years agone. He beheld the lofty pillars, the
magnificent arch, the balcony for the minstrels, all illumined by the glare of
pendent lamps, all, all the same, yet still all sadly and fearfully changed.
The lofty columns were decorated with evergreens, but flowers gathered
by the hand of beauty from the wild wood glade no more adorned capital
and frieze.
The ivy, green companion of old time, clomb round the towering pillars,
and swept its canopy of leaves along the arching ceiling, while the night-
wind rustling through the worm-eaten tapestries agitated the long tendrils of
the trailing vine with a gentle yet solemn motion.
 “Lo! the dancers—ha, ha, the dancers!”
Circling and whirling, grouping and clustering, the skeleton-band went
swaying over the floor, their gay dresses fluttering in the light, while the
ruddy lamp-beams fell quivering over each bared brow, tinting the hollow
sockets with a crimson glow, and giving a more ghastly grimace to the array
of whitened teeth.
“Lo! the minstrels—a skeleton-band, whose fleshless skulls appear
above the lattice-work of yon balcony. Merry music they make—clank,
clank, clank! They beat the hollow skull with the cross-bone—clank, clank,
clank! Each skeleton minstrel waves on high a human bone, striking it on
the hollow skull—clank, clank. Clank, clank. Clank, clank, clank!”
And as the grinning skeleton, master of ceremonies, pointed above to the
spectral minstrels, Adrian listened to the music that echoed round the hall.
A wild clanking sound assailed his ears, with a hollow mockery of
music, while a deep, booming, rolling sound like the echo of a distant
battle-drum broke on the air, maddening the skeleton-dancers with its weird
melody.
The revel swelled fiercer, and the mirth grew louder, awaking the echoes
of the ancient hall with one deafening murmur.
“Lo! the dancers divide—behold the spectacle! On yonder side extend
the lords and cavaliers, on this the dames and damozels. They prepare for a
merry dance—will it please thee chose a partner?”
And as the skeleton spoke, he pointed to the form of a maiden, clad in
snow-white robes, who with her face turned from Adrian, seemed absorbed
in watching the motions of the dancers. Adrian gazed upon this maidenly
form with a beating heart, and advanced to her side.
“Behold thy partner!” cried the master of ceremonies.
The maiden turned her face to Adrian, and he stood spell-bound to the
spot with sudden horror.
Looking from beneath a dropping plume, snow-white in hue, a skull
stared him in the face, with the orbless sockets, the cavity of the nose, and
the grinning teeth turned to glowing red by the light of the pendent lamps.
Adrian stood spell-bound but the form advanced, flinging her skeleton
hands on high—
 “Adrian, Adrian,” whispered a soft woman’s voice issuing from the
fleshless skull; “Joy to me now, for I behold thee once again!”
“I know thee not” shrieked Adrian with a voice of fear—“I know thee
not, thou thing of death! Wherefore whisper my name with the voice of her
whom this heart loved a hundred years ago, and will love forever? Off—off
—thou mockery, nor clutch thy skeleton arms around my neck, nor gather
me in thy foul embrace!”
“And thou lovest me not!” spoke the sad and complaining voice of the
skeleton—“Adrian, Adrian, gaze upon me, I am thine own, thine now and
thine forever!”
“And this,” whispered Adrian, as the fearful consciousness gradually
stole over his soul—“And this is my love—my Annabel! Death, oh ghastly
and invisible Death, couldst thou not spare even—her!”
“Advance dames and damosels!” rung out the words of the master of
ceremonies.
And at the word, the long line of skeleton-dames and damosels, arrayed
in rarest silks, blazing with jewels and glittering with ornaments of gold,
came swaying quickly forward, extending their skeleton hands to their
partners, who half advanced from the opposite side of the hall, and then
they all swept back to their places, with one sudden movement rattling their
skeleton fingers with a gesture of boundless joy, as they stood beneath the
glare of the dazzling lights.
“Advance lords and cavaliers!”
Quickly and with lightsome steps the skeletons arrayed in costly robe
and glittering doublet advanced to the sound of the unearthly music, and
gaining the centre of the hall, sprang nimbly in the air, performing the
evolutions of the dance with the celerity of lightning, and having greeted
their fair partners again retired to the opposite side of the hall, uttering a
low and moaning sound of laughter as they regained their places.
“Minstrels strike up a merrier peal! Clank, clank. Clank, clank. Clank,
clank—clank!—Merrier, merrier—louder, louder—let the old roof echo
with your peals of melody! Now gentles advance, seize your fair partners
and whirl them in the dance!”
With one wild bound the skeletons sprang forward from opposite sides
of the hall, pairing off, two by two, lord and ladye, cavalier and damosel,
and in a moment the whole array of revellers swept circling round the hall,
moving forward to a merry measure, clanking their skeleton hands on high
and uttering low peals of laughter as they whirled around the bounding
floor.
Adrian gazed upon the scene in wild amazement, while the skeleton
arms of her he loved, gathered closer round his neck, and as he gazed he
became inspired with the wild excitement of the scene, he clapped his hands
on high, he joined in the low muttered laughter, he mingled in the mad
whirl of the spectral dance.
Faster and faster, whirling two by two, their fleshless skulls turned to
glowing red by the glare of a thousand lights, their hands of bone clanking
wildly above their heads, while the low moaning chorus of unreal laughter
echoed around the hall, faster and faster circled the skeleton dancers, gay
doublets glittering in the lamp-beams, robes of silk flung wavingly to the
breeze.
On and on with the speed of wind they swept, these merry denizens of
the grave, pacing their march of mockery, their dance of woe, with a ghastly
mimicry of life, reality and joy.
And as Adrian flung his arms around the skeleton-form of his bride,
gathering her to his bosom, while their voices joined in the moaning chaunt
of unreal laughter, the voice which he had heard an hundred years before,
again came whispering to his ear.
“Behold the Mysterie of Life and Death! To-day the children of men live
and love, hate and destroy. Where are their lives, their loves, their hatreds,
and their wars, in an hundred years? Behold—ha, ha, ha! Behold the
Mysterie of their life and their death!”

CHAPTER THE TWELFTH.

THE REAL MORE TERRIBLE THAN THE UNREAL.

All was dark. Not a ray of light, not even the gleaming of a distant star, but
deep and utter darkness.
Adrian awoke from his dream. Did he awake to another dream, or to a
reality yet more terrible?
 He lay prostrate, and he felt his limbs confined as though they were
bound with cords. He extended his hand, and it touched a smooth panel of
wood, extending along his right side. A strange horror, to which the horrors
of his late dream were joy and peace, gathered like a deadening weight
around his heart. He threw forth his left hand, and felt a like panel of
smooth wood extending along his other side. Raising himself slowly from
his prostrate position, with every nerve and fibre of his frame stiffened and
cramped by his hard resting place, he passed his quivering hands along the
panels of wood, and with that insupportable horror deadening over his
heart, he felt and examined the shape of his—Coffin.
Bowing his head between his hands, the wretched man essayed to weep,
but the fountain of his tears was exhausted.
He could not weep.
And then, as with trembling hands he examined his emaciated face, with
the cheek-bones pressing hard against the parched skin, he beheld rising
before his soul, one ghastly idea, which would pale the cheek of the bravest
man that ever went to battle, or chill with horror and despair, the heart of
the holiest Priest that ever offered prayers to God, an idea to which all other
horrors were as nothing, all terrors, all fears, all deaths trifling and
insignificant.
And the nameless thought, his husky voice gave to the air in a hollow
whisper.
“Buried-Alive!”
And a hollow echo returned the word “alive, alive!”
“It comes back to my soul,” he slowly murmured, “the scene in the
chamber of the convent—the Monk—oh, curses on the traitor—the potion,
all, all come back to me! Buried Alive! Devil in human shape—he did not
drug the bowl with death, but with—sleep! This, this is the revenge of the
Duke, and, and Albertine was the tool of the triple murderer! Buried Alive!”
He tried to arise from the coffin, but for a long time his efforts were in
vain.
His frame was stiffened in every sinew, and his limbs were benumbed by
his long repose.
At last he stood erect upon the floor of stone, and extending his hands,
grasped the massive walls.
 “There is yet one hope,” he murmured, “there may be some outlet from
the funeral vault!”
With slow and leaden footsteps he passed along the wall, measuring its
length. It was five paces long. The stones were all solid, massive, and firm.
His upraised hand touched the ceiling, as it extended some three inches
higher than his head.
Clutching the massive stones, he paced along the other walls or sides of
the room, with weary and difficult footsteps, and at last traversed the three
sides, and leaning against the wall, he endeavored to impress his wandering
mind with some definite idea of the shape and dimensions of the vault.
“I stand in a small room, with floor and walls of massive stone,” he
slowly muttered, “it is square in shape, and each side of the cell is five
paces in length, and somewhat more than the stature of a man in height. The
stones are solid, and to all appearance are some three feet thick. There is no
outlet, no passage from the vault. I am indeed—Buried, and buried alive!”
He passed with difficult steps along the fourth wall of the vault,
determined to repose his shattered frame awhile, even though his resting
place was his coffin. In a moment measuring three paces, he arrived at the
spot where he supposed he had left the coffin. Extending his foot to and fro,
in search of his late tenement, he was struck with a new horror:
“It is gone—the coffin is gone!”
Words cannot picture the utter horror with which this was spoken.
All the despair that an Angel of God might feel, when toppled from the
battlements of Heaven into the infernal abyss, then visited the breast of
Adrian Di Albarone.
“It is a mere phantasy,” he exclaimed, “I have chanced upon the wrong
side of the room.”
Again the sides of the vault were paced, and yet the coffin was not
within his reach.
It was gone from its position near the wall, and his physical strength did
not suffice to advance toward the centre of the room.
What invisible hand was it, that removed the Coffin?
As the question was asked by the heart of the wretched man, it found its
answer in one fearful doubt.
 “And am I, in truth, within the bounds of that fearful place, which wild
Poets have fancied, and dark-robed Monks have preached? Am I in sooth
lost, and lost forever? Is death a dream? or an eternal succession of realities
that seem but dreams—horrors too fearful for even the damned to believe?
And this, this is—hell! I could bear the tortures of the eternal fire, the lash
of the fiends I might defy, the lightnings of wrath would inspire with me
with some portion of the Awful Spirit who winged their bolts of vengeance
—but this narrow cell, this eternal confinement in a place visited only by
Dreams, while hunger tortures and thirst burns, hope animates, and despair
holds but half the human heart—this, this is too horrible. God of vengeance,
give me, oh give, the punishment of the undying worm, the torture of the
eternal frame, but spare, oh spare me—this!”
He fell on his knees, and kissed the cold floor as he bent his forehead
against his clenched hands, making the narrow cell all alive with his shriek
—
“Spare; oh spare me—this!”
As he bowed low on the floor, a singular sound—most singular in such a
place—met his ear. It was but a low sound, yet it was a fearful one.
He heard the deep breathing of a living creature.
It might be the echo of his own broken gasps, the thought flashed over
the mind of Adrian, and for a moment he held his breath, and listened with
all his soul absorbed in the result. Again the deep breathing of a human
creature met his ear—
“Is it man or devil?” thus ran the thoughts of Adrian—“Mayhap he may
give me water to quench my thirst, or mayhap he will—ha, ha,—take my
accursed life. Could I but speak—for my voice does nought but murmur—
I’d even ask him to plunge his poignard in my heart.”
A whizzing sound disturbed the air, and at the very instant the blow of a
sword descended on the left arm of Adrian Di Albarone, while a heavy body
fell to the floor, within two paces of the spot where he knelt.
“The blood flows from the wound,” the glad thought darted over the
mind of the Buried-Alive, “Would I had strength to tear the doublet-sleeve
from the arm, then I might drink my own blood. Yet hold—the blood oozes
through the gash in the sleeve, and, and Great * * *! I may drink my own
blood!”
He raised the wounded arm to his mouth and greedily drank the blood.
 In a moment he felt the influence of the draught.
His veins seemed fired with new life, his brain became for the moment
calm and clear, his heart regained its vigor, and gifted with temporary
strength he arose on his feet, grasping the sword of the unknown in his good
right hand.
Another moment passed, and with his right hand he wound a bandage of
linen, torn from his bosom, around the wounded arm, securing it by a knot
tied with the teeth and hand.
Meanwhile he heard the sound of panting breath, not two paces distant
from the spot where he stood, and as he listened a deep-muttered groan
broke on his ear.
Calling all his powers of mental and physical vigor to his aid he spoke in
a faint yet determined voice—
“Who art thou?” he exclaimed.
“Thy murderer!” was the gasping response.
“How long hast thou been in this place of death?”
“Long—enough—to starve! Hell and devils! I burn—thirst—starve!”
“What wouldst thou have?”
“Bread, bread! Water—I’d sell my soul for water!”
“Wherefore didst thou strike me?”
“I thought ye a spirit—and—and—I wanted to test your quality. Kill me,
an’ thou art a man of flesh and blood—kill me, kill me!”
“Thy voice is strange and hollow, yet methinks I remember your tones.
Thy name is—Balvardo!”
“ ’Twas I that swore thy life away, ’twas I that brought thee to these
vaults to bury thy corse beneath the earth—kill me, kill me!”
“Is there no opening to this vault?”
“A secret door—a passage—the spring, that opens on the other side—the
spring that shuts—on this side. I—ha, ha, may hell seize my soul, I buried
myself alive—and kill me!”
Adrian shuddered—and grew cold. He could hear the gasping of the
poor wretch as he struggled for breath, he could hear the groans of his
unseen assassin; well he knew that long absence from nourishment from
food alone could lay the sworder helpless as an infant along the floor.
 And as his mind struggled with the mighty horrors that gathered round
him, his attention was arrested by a singular circumstance.
While the hushed and whispered conversation had been in progress
between Adrian and Balvardo, the room had been gradually growing
warmer and warmer, and at last the walls became heated, the ceiling
emitting a warmth almost insupportable, while the confined air of the cell
grew like the atmosphere of a furnace.
“What new horror is this!” faltered Adrian. “Tell me, how hast thou
existed thus long in this vault of death, without air?”
“A well,” gasped the wretch, “centre of the stone-room—current of air
from under the earth.”
Impressed by these incoherent words, Adrian advanced slowly along the
floor, avoiding the prostrate body, and in a moment stood near the centre of
the room.
He extended his foot—it touched a substance that gave back a slight
sound; it was his coffin.
Another extension of his foot, and a whizzing sound assailed his ears,
ploughing the air far, far below his feet, then the rebound of wood
splinttered to pieces on a pointed rock came welling up from earth-hidden
depths and echoed around the room.
He listened with hushed breath for a long and weary moment.
The sound of a pebble falling in water, far, far below, came dimly and
faintly to his ear, like the pattering of the water-drop upon the age-worn
rock.
“Ha! A well, deep as the fathomless abyss, sinks down from the centre of
the room. Let me measure its width—two good paces. The coffin has
whirled down into its bottomless depths—I hear the splintered pieces
falling in the water far, far below. A slight current of air issues from the well
—and the heat of this vault of death grows fiercer every moment—”
“Kill me, and then thank God thou hast strength left to hurl thee down
the dark abyss—— I burn, oh, fiend of hell, with thirst and flame I burn!”
Adrian sate him down on the edge of the well, with his feet dangling in
the abyss, and gave his very soul to one long and painful effort of thought.
Death clutched him with a thousand arms, death was in the heated air,
death came gibbering and laughing in the form of famine, and from the very
depths of the abyss the doomed lord could fancy he beheld the form of the
Skeleton-God, with arms outstretched to grasp his victim as he fell.
There was no hope.
He must die. He must die afar from the voice of friend, afar from the
sight of earth, or the vision of the blue sky, he must die by the slow
gnawings of famine, the gradual withering of fire, or by one sudden plunge
into the abyss below.
He sate him down to die—his arms were folded, and yet with an eager
gesture he held his face over the darkness of the abyss in the nervous effort
to inhale each breath of air.
He strove to compose his mind to prayer, but the gasping of the wretch
lying near his side diverted his attention from thoughts of God and the
better world.
“Why didst thou hate me?” he slowly asked.
“I was afraid—thou—wouldst—live to do me wrong. Thou art revenged
—I die by inches!”
The wretch groaned in very agony, and Adrian could hear his fingers
clutching convulsively along the floor of stone.
“My God, my God,” cried the doomed lord, as his very soul was wrung
by the woe of the forsaken wretch; “would I had one cup of water to cool
his burning tongue—”
“Ha—ha—ha! He mocks me with the name of water! Tell me, thou
fiend, is he not revenged?”
“The heat grows fiercer—the air of this vault is turning to fire! He gasps
for breath. Man give me thy hand. Let me drag thee near the well—the
freshening air may cool the fire in thy heart and veins.”
And extending his hands through the darkness, with his body inclined to
a level with the pavement, he sought the form of the famine stricken
sworder.
He grasped the hands of the wretch; the fingers were thin and wasted,
resembling the bones of a skeleton rather than the hands of a living man.
Slowly and with a careful motion Adrian dragged the dying man along
the pavement, he laid his head on his knee, as he sat on the verge of the
well, and passed his hand over the massive brow of his assassin.
 He shuddered in the very act. Clear and distinct, the harsh outline of the
withered brow, pressed against his hand, and he could feel the eye sunken
far in its socket, and the cheeks hollowed by the touch of famine. It was
more like a skull than the face of a living man.
“I feel the fresh air on my brow,” gasped Balvardo; “my feet are
withering with heat, and mine hands burn! Oh fiend of hell—I see a
fountain, a cool and showery fountain—the clear waters are streaming over
pebbled stones, and the green moss is wet with the sparkling drops. Hist! I
will crawl to the fountain side, I will bury my face in the waters—ha, ha,
ha, I will drink, I will drink! Fiend, fiend—curses on thee, thou hast
changed the waters to blood!”
He uttered a wild yell of horror, and the vault of the dead gave back the
echo—“Blood, blood!” while Adrian passed his hands over the beetle-brow
of the murderer, and parting the matted hair aside, held the famine-eaten
face in the full current of the subterranean air.
All was dark as chaos ere the fiat of God spoke worlds into being, yet
here was a spectacle that the angels of His throne, veiling their awful faces
before the Presence, might gaze upon even through the darkness, and gaze
with tears of joy. Here was the assassin, the sworder, the false-witness, and
the sworn foe, resting in the arms of the man whose body his oath had given
to the doomsman and the wheel; whose footsteps he had tracked like the
bloodhound snuffing the footprints of his victim, fierce, unrelenting, and
hungering after blood; here was the wretch who had borne him to this vault,
placed his body in the house of death, consigned him to the famine and the
fire, the nameless horror and the agony that the cheek grows livid to name;
here was the man who had buried him alive, and yet he held him in his
arms, fanned his withered face, and brought the fresh air to his parched lips
and burning brow.
It was as the sworder had gaspingly uttered a fierce revenge, and yet
such vengeance as the Man of the Cross, the God shrined in flesh, would
have taken on his most blood-thirsty foe.
The end drew nigh.
The moments, those moments of horror, which seemed lengthened to
years, dragged on with steps of lead, and the room grew like a furnace, the
walls gave forth an intolerable heat. The ceiling rapidly became a canopy of
invisible fire, as the air itself changed to unseen fire, began to burn into the
flesh of Adrian, as the wretch in his arms writhed and writhed in helpless
agony.
“Water—water—water!” gasped the Sworder.
A thought flashed over the mind of Adrian.
“There may be water in this well—a fountain may spring bubbling from
its depths, while we perish on the brink! The way is deep and dark—a
single misplaced grasp or foothold, and my body goes whirling to the abyss
below; yet I am urged on by a power I cannot name—I will descend the
well!”
A moment and the head of Balvardo lay on the pavement of the stone-
room, while the body of Adrian hung swinging in the abyss, as, with his
hands grasping the projecting stones, he began that fearful descent.
“I go to bring thee water!” he shouted in the ear of the famished wretch
—“I go to bring thee water for thy burning tongue and brow.”
“Then, take this—this—” was the gasping response, and Adrian felt a
substance of metal pressed against his brow by an extended hand; “ ’twill
hold the—the water, or, ha, ha,—the blood!”
Hanging over the abyss by the grasp of one trembling hand, Adrian
seized the metal substance with the other.
It was a goblet, a goblet of gold, embossed with strangely shapen
flowers, and heraldic insignia, and as Adrian placed the vessel within the
confines of his doublet, a shudder of horror caused his frame to quiver over
the unknown void.
It was the goblet of the Red Chamber.
First grasping a pointed stone with one hand, then inserting his foot in a
crevice of the masonry, then clutching another stone with the other hand,
while his remaining foot rested in another crevice, he slowly began the
fearful descent of the well.
“This then is the foul den of torture, built by the tyrants of Florence,
long, long ago!” The thought crossed his brain. “The well hath been
fashioned by the tools of the mason, yet the damp has worn deep hollows
between the rugged stones. Hark!” he uttered the involuntary exclamation,
“a stone has fallen from my grasp—I hear no sound—none, none! The
abyss may be without bottom or depth. Hist! a hollow murmur breaks the
silence of the air, far, far, below—the stone has sounded the depth of the
well!”
“Water, water—men or devils, give me water!” the shrieking tones of the
wretch in the stone-room came faintly to his ear. “Ha, ha! Thanks, thanks—
they hand me a cup, a cup of good, clear water, and I drink—oh, horror,
horror,—it turns to blood!”
With every nerve quivering, his hand trembling as he grasped the stones,
his foot shaking with a nervous tremor as it sought the crevice which might
give it momentary support, Adrian continued his terrible descent, until some
twenty yards of the subterranean well rose above his head, while the low
moans, the piercing shrieks, and the hollow laughter of the Sworder came
fainter, and yet more faint to his ear.
Extending his foot in search of a crevice, he was astonished to find it
resting on a solid rock, that hung jutting over the abyss, at a point where the
well, diverging from its perpendicular course, made a slight inclination to
the opposite side.
Grasping the rugged stones with the eager clutch of his trembling hands,
Adrian hung swinging over the abyss, as with extended feet, he examined
the formation of the well at this particular point, and tested the extent of the
jutting rock.
He looked over his shoulder, and a wild thrill of surprise ran over his
frame.
“Mine eyes burn with famine,” he slowly murmured; “they deceive me!
Great God they mock me with a wild dream—I fancy the well grows lighter
and lighter—but ’tis a dream, a mocking dream!”
As he spoke, a cold substance pressed against the palm of his right hand
as it grasped the stone—it moved and writhed, while a hissing sound broke
on the ear. Two points of flame, like minute yet intensely brilliant fire coals,
glared before the very eyes of Adrian, and as the hissing grew louder, he
found that a vile serpent wriggled between the fingers of his right hand.
With a sensation of unutterable disgust, he suspended his body by the
left hand, and dashed the monster down the abyss with one quick motion of
his hand.
The impulse with which he flung the serpent from his grasp, caused his
body to quiver and tremble over the abyss, while the sinews of the left hand
seemed bursting from the skin, as with the nervous grasp of despair, the
doomed lord strove to recover the stone lately clutched by the other hand.
With one wild sweep he regained his grasp, springing heavily on the
jutting rock in the action, while a deep rumbling sound disturbed the silence
of the well. Another moment passed. Well was it for Adrian that he had
refrained from trusting to the rock for support. The massive stone slowly
swung to and fro, trembling over the depths of the well, and then with a
crash like thunder, went whizzing down the abyss.
Up, up, from the fathomless depths, thundering and shrieking, arose the
deafening echoes, yelling like spirit-voices in the ear of the trembling man,
as he swayed to and fro over the blackness of the void.
It was a moment ere Adrian might recall his wandering thoughts.
He looked over his shoulder, he gazed upon the opposite side of the well.
God of Mercy, was it a dream, a phantasmal creation of fancy, a mocking
delusion of his crazed brain? There, before his very eyes, gilding the
opposite side of the wall, a golden space, large as the human hand, shone in
his very face.
“It is the light of day!” muttered Adrian, as his heart rose to his very
throat; “it is, it is the light of day!”
“Ha, ha, ha! water!” the shriek came yelling from the room far, far, far
above—“water, water!”
Grasping the stones below, Adrian descended another yard, when a ray
of light shone on his face from a crevice in the wall to which he hung,
trembling with a new joy, quivering in every nerve with a new life.
He thrust his right hand into the hollow of the crevice, and as a large flat
stone fell echoing before him, a gush of light streamed through the wide
aperture into the darkness of the abyss.
“I stand within a rock-bound passage!” exclaimed Adrian, “ ’tis narrow
as the grave, narrow as a coffin, yet twenty yards beyond I see the light of
day! Great God give me strength; do not, do not fail me now! Strength, a
little strength, and I may yet be saved!”
Prostrate upon the floor of the narrow passage, which the falling stone
had disclosed, he turned his body, and, thrusting his face into the gloom of
the well, once more gazed far, far above.
 “Murderer that he is, I will not desert him!” he cried; “he has been my
comrade in the living tomb—he shall be my comrade in the light of God’s
own day!”
No sooner did the words pass his lips, than a shriek of intense horror,
came pealing down the abyss, a mass of red fire crowned the summit of the
well, and hot cinders, and burning coals swept through the darkness of the
void, hissing by the very face of Adrian, and marking their flight with long
lines of streaming flame.
Adrian withdrew his head from the well and listened.
A low moan, a choking groan, and then a succession of yells, resounded
through the void. Then the crackling of flames, then the falling of age-
cemented masonry; then a wild shriek, and then a voice of horror—
“I burn, I burn! oh fiend of hell, I burn!”
The air was cloven by the rushing of a falling body, and thundering
down the well, with arms outspread, with his face all crushed and
blackened, stamped with a look of agony that might never be forgotten,
Balvardo was for a moment disclosed by the light shining through the
aperture, before the very eye of Adrian, and then there was a hissing noise,
followed by a sullen rebound, and then all was still.
The soul of Balvardo, the Sworder, stood beside the soul of his master in
the judgment halls of the Unknown.
“Away, away!” shouted Adrian, maddened by the memory of that
despair-stricken face; “away from this earth-hidden hell! Strength, my God,
oh give me strength, and I may yet be saved!”
Creeping on hands and knees, he advanced along the subterranean
passage, the light growing brighter at every step, and at last the twenty
paces were left behind, he crawled from the rock, he stood in the open air.
His voice failed him, he gazed around.
Far, far above him, ascended the gray steep on which the Convent was
reared, far, far above him, he beheld the blue sky, tinted with the glow of
the dying day, he beheld the platform rock and the frowning tower, wrapt in
clouds of lurid smoke, while tongues of forked flame, swept up to the very
azure, turning the glow of the setting sun to bloody red.
He stood on the side of a ravine, with the darkness of the abyss yawning
beneath him, while the rugged ascent of rocks on the opposite side rose
towering before his eye, veiling the mountain lake from his sight, and
giving a faint glimpse of the eastern sky.
Dark and dreary, tangled with gnarled shrubs, rough with rifted rocks, a
score of fathoms down, sunk the wild abyss, with the hills, or rather the
overhanging cliff gathering around its blackness, like the sides of one vast
death-bowl of ebony.
In truth it looked like the crater of an extinct volcano.
With a glance Adrian beheld the smoke and flame, the Convent and the
blue sky above, the glimpse of the eastern horizon, the rocks ascending on
the opposite side of the ravine, and the blackness of the abyss below, and
then his soul was riveted to a spectacle of horror extended at his very feet.
There before his very eyes, a mangled carcass was thrown along the
surface of a rugged rock, the trunk, the limbs, the arms, the garments and
draperies of gold, all mingled in one foul mass of corruption, while the face
was buried amid a cluster of stunted shrubs of laurel.
Adrian reached forth his hand, he raised the face, he beheld the blue tint
of corruption, the eyes lolling from their sockets, the blackened tongue
hanging from the mouth!—
“The Duke,” he shrieked, “the Duke of Florence!”
He turned from the sight with intolerable disgust, and as he turned, he
beheld appearing from amid the shrubs, on the other side of the small
platform of sand on which he stood, a bared arm laid along the earth
grasping a keen and slender-bladed dagger, with a grasp that death and
corruption could not unclose.
Adrian sprang forward, he unwound the dagger from the grasp of the
hand, he beheld a parchment scroll secured around the haft of the glittering
steel. He tore the scroll from the dagger, he flung it open to the light, and
beheld these words written in a fair unwavering hand—
“Brothers of the Invisible! When this hand that writes these words is
cold in death, the scroll of Albertine the Monk, will tell the story of his
vengeance on the Tyrant-Duke.
“The midnight hour is now past—I go to plunge the dagger of the Holy
Steel in the Heart of the Doomed. Ask ye for the Heir of Albarone! Three
hours ago, ere the Duke arrived in the valley, I bade him farewell forever.
Midnight came, and I learned that the Son of Lord Julian was about to meet
his death in the vaults of the Convent.
“One way of rescue alone remained. Protected by my supposed love for
the Duke, I blinded the eyes of the assassin, and offered to do his work of
death. Then mingling a potion, which would minister sleep,—not death,—I
gave it to Lord Adrian—even now his bride gathers his slumbering form to
her embrace in the vaults of the Convent—even now the assassin waits to
bear the body to the grave.
“One hour from this ye will arrive in the valley, and your eyes will
behold the slumbering form of your Prince—the lifeless corse of the Tyrant!
I go to finish—”
The scroll broke off abruptly, yet there was enough written to fill the
heart of Adrian with an emotion of joy he had never felt before.
He sprang among the bushes, he dashed the laurel leaves aside, he turned
the blackening face of the mangled corse to the light. He clasped his hands
on high in silent prayer, while his burning tears fell streaming over the face
of Albertine the Monk.
Meanwhile gathered along the green sward of a level meadow, extending
from the Convent gates, to the south of the mountain lake, a band of gallant
warriors, reined their war-steeds upon the turf, their upraised spears
marking their numbers by long lines of glittering light.
A thousand banners waved in the sunset air, and the peal of bugle, and
the stirring notes of the trumpet went echoing upward among the old
convent walls wrapt in smoke, lighted by giant-pillars of blood red flame.
In front of the band of warriors, a group of noble lords and high-born
dames, plumed cavaliers and gay-robed damsels,—all mounted on prancing
steeds, swept circling around the figure of a fair and beautiful Ladye, whose
jet-black barb, with its watchful groom, stood reined in their midst.
Every tongue was silent, and every eye was fixed upon the death-like
paleness of the maiden’s countenance, contrasting strangely with the
gorgeous robes of purple and gold that drooped round her young and lovely
form.
Her head bowed slowly on the neck of her steed, and the tears of a
never-dying grief came gushing between the fair and delicate fingers that
strove to veil her face.
 She wept, the fair Ladye Annabel, whose steed was about to spring
forward in the triumphal procession, that would soon give Florence its
lovely queen; the coronet was on her brow, the swords of a thousand
warriors were at her beck, and yet she wept.
Suddenly a wild murmur ran through the warrior-throng.
Uprising in the light of the burning Convent—that dark haunt of blood
and awe, now toppling to its foundation, a gray rock, its base concealed by
stunted shrubs, while its brow was turned to the flame-beams, attracted the
gaze of every eye, as a strange spectacle hushed the whispers of every
voice.
A hand, white as marble, was thrust from behind the rock, lifting a
goblet of gold in the light of the setting sun.
Deep muttered whispers broke along the warrior-throng, every voice
spoke of some new omen crowning the horrors of the convent during the
last hour of its existence, and the murmurs of the lords and ladies clustering
at her side, attracted the attention of the Ladye Annabel.
She slowly turned, she gazed upon the uplifted hand with the goblet of
gold rising above the verge of the gray rock—not more than twenty paces
from her side—she gazed in wonder and in awe.
And as she gazed, a wan and haggard face appeared above the rock, and
a wasted and trembling form, clad in garments of price all soiled and torn,
stood on the verge of the massive stone, flinging the goblet wildly aloft, as a
peal of maniac laughter came thrilling to the maiden’s ear.
It was a solemn and impressive scene!
There swept the knightly host along the green meadow, their spears
gleaming on high, there darkened the smoke and lightened the blaze of the
burning convent, there the calm lake extending ripples along its mountain-
shores, gave its still bosom to the crimson glare of the flame, and there
standing erect upon the brow of the gray rock, his slender form boldly and
clearly relieved by the background of the convent walls, the light of the
flame, the beams of the setting sun; Adrian Di Albarone, crazed by famine,
and maddened with new-born joy, shook wildly aloft the Goblet of Gold,
while his maniac laugh broke echoing on the evening air.
 CHAPTER THE LAST.

THE CATHEDRAL OF FLORENCE.

THE TASK OF THE WEIRD SPIRIT IS DONE—THE CURTAIN OF
FATE FALLS OVER THE TRAGEDY OF THE HOUSE OF ALBARONE.
Joy to Florence now, oh joy to the fair city in her streets and through her
lordly halls, joy to the prince of the palace and the peasant of the cot, joy to
the mountain and the dell, joy to the hill and the valley, joy to the silvery
river, joy to the homes of men, joy to the shrines of God, joy, joy, forever
joy!
The Duke, the people’s Duke is come to reign! Baptized by trial, chosen
by the People, crowned by the Invisible, anointed by God, he comes to
reign!
—So, after many pages of varied and peculiar interest writes the
Chronicle of the Ancient MSS. in his extravagant way.
There are light voices filling the air, there are soft steps tripping through
the lordly halls, there are costly draperies sweeping over marble floors,
there are strains of music awaking the echoes of ancient domes, there are
processions thronging the streets in all the pomp of crucifix and banner,
gallant knights ride to and fro, shaking the glitter of their snowy plumes
aloft, the poor creep from their dens of want, the mighty pour from their
homes of pride, the sordid miser forgets his money bags, the merchant his
wares of cost, the scholar his musty book, the bravo his knife, the children
of misery their care, and all, aye all, come thronging to the high Cathedral
of Florence, when the solemn priest will, ere an hour, amid the glad shouts
of thousands, anoint Adrian Di Albarone, Lord Duke of Florence, and
crown his fair bride, the Ladye Annabel, with the coronet for which Aldarin
gave his soul.
It is morning, glad and joyous morning, the calm azure arches over the
fair city, gorgeous with temple-dome and palace tower, while the gay
people hasten to the grand Cathedral, anxious to behold the Duke and his
fair bride.
 THE POSTILLION AND THE BUXOM DAMSELS.

And there tripping merrily along were three peasant damsels, arrayed in
their holiday attire, and with them a bow-legged youth attired as a
postillion, strutted on his way with extended stride and lofty air, which
seemed to say, that all this parade and show, was made for his sole benefit
and especial amusement.
“Sancta Maria! How he trips it along!” thus spoke the tallest of the
damsels “beshrew, but Sir Francisco is wondrous proud, since he was
knighted by the Duke!”
“How! knighted?” cried the damsel of the merry black eye.
“What mean you?” cried the red-haired maiden, and the bow-legged
postillion looked over his shoulder with a vacant stare.
“Was he not honored with the collar, the hempen collar?” cried the tall
maiden. “Did not that rough soldier of the Count Di Albarone that was, the
Duke of Florence that is now, did not Rough Robin knight Sir Francisco
with his own hands? How dull you are!”
“Ugh!” exclaimed the postillion shrugging his shoulders. “What
unpleasant things you do remember! And yet the Duke said something very
flattering, when he directed the rope to be taken from my neck. He said,
says he, he said, I tell you—that I—
“Was a little impertinent, insignificant, busy-body,” exclaimed Theresa,
laughing. “But Francisco what mean you to do with the reward, you
received from the Duke that was murdered, eh? Francisco?”
“Yes, yes, what are you going to do with all that gold?” cried Dollabella,
and the three gathered around the youth with evident interest, expressed in
each face in the glittering eyes and the parted lips.
“Why Theresa, Dollabella, and Loretta,” answered the postillion, looking
slowly round, with an expression of the deepest solemnity, “I mean to—that
is, I intend—by’r Ladye the Cathedral bell is ringing. Come along, girls!”
“Ha, ha, ha! ’Tis a fair day and a bright,” laughed a shrill voice at the
elbow of Francisco, “Florence is full of joy and e’en I, I am glad.”
A tremor of fear ran round the group as they beheld the form of the
speaker, the distorted face, the wide mouth, the large rolling eyes, and the
deformed figure with the unsightly hump on the shoulders, giving a half-
brutal appearance to the stranger, while from lip to lip, ran the whisper—
“The Doomsman, the Doomsman!”
“Aye, aye, the Doomsman! And why not pray? Dare not the Doomsman
laugh? Ha, ha, ha! What a fine neck thou hast for the axe, good youth; or
now that I think o’t it would stretch a rope passing well. ’Tis a fine day,
good folk, and I’m hastening to the Cathedral, to behold the crowning of
one of my children, that is Children of the Axe.”
“Thy children?” echoed Francisco, aghast with fear. “Can a shadow like
thee, have children?”
“Children o’ th’ axe, boy. I’ faith if all the world had their own, I’d have
thy neck—a merry jest, nothing more boy, ho, ho, ho! Do’st see these
fingers.”
“Vulture’s talons rather!”
“These, these were round his royal throat, while the lead, the seething
lead waited for his princely body, and the wheel of torture was arrayed for
his lordly repose. Ha, ha, ha! I would see him crowned, by the fiend would
I! But come boy, thou knowest somewhat of city gossip, tell me, does this
Sir Geoffrey O’ Th’ Longsword, stabbed by his own son, a good boy, he, he,
he, does he yet live?”
“Have not prayers been offered in all the Cathedrals for the miracle?”
“The miracle? Enlighten me, good youth!”
“Hast thou not heard, how the force of the blow was swayed aside, by a
piece of the true wood o’ th’ cross, which the old soldier had worn over his
heart for years? A miracle, old shadow, a miracle!”
“Nay, nay, call me not shadow, I’ll never darken thy way to the gallows.
But tell me, fair sir, did not the dagger pierce the old man’s heart?”
“It grazed the heart, but did not pierce it. Any city gossip might tell thee
this, old thunder cloud!”
“And so the old man lives?”
“He doth! Thou art wondrous sorry that he still breathes the air, I warrant
me?”
“Nay, nay, good youth. I bear Sir Geoffrey no harm, but dost see—the
wheel, the axe and the boiling lead, all were ready for the boy Guiseppo,
and, and, but ’tis the will of heaven! I can bear disappointment, he, he, he,
in all matters, save in one. Thy neck boy, ha, ha, ha, the Doomsman’s
fingers itch for thy neck!”
And while the peasant-group, the three buxom damsels, and the light-
brained postillion, shrunk back from the touch of the distorted being with
disgust, and stood thrilled with the fear of his words of omen, the
Doomsman glided away, mingling with the vast crowd who thronged the
streets of the wide city.
Standing upon the throne of gold, attired in the purple robes of a prince,
Adrian Di Albarone, glanced with a brightening eye, and a swelling heart,
upon the gorgeous scene around him, and then his glance was fixed upon
the fair and lovely maiden by his side, whose eyes of dreamy beauty were
downward cast, while a soft flush deepened the hue of her cheek, as she
seemed to shrink from the gaze of the vast multitude, extending over the
pavement, and along the aisles of the cathedral.
Adrian cast his eyes upon the throng around the throne.
There stood bold Robin, the stout Yeoman, attired in a garish appareling,
which he seemed to like not half so well as his plain suit of buff, defended
by armor plates of steel; and there his locks of gray, falling on his knightly
surcoat, emblazoned on the breast with the red cross of the crusaders, stood
the brave Sir Geoffrey O’ Th’ Longsword, attended on either side by the
gallant esquires Damian and Halbert, each with a grim smile on his scarred
face, as he surveyed the pomp and show glittering along the cathedral
aisles.
Standing at the back of his father, his eye downcast, and his thoughts,
Guiseppo seemed musing on the fearful blow, which had well nigh
burdened his soul with the nameless crime. He said nothing, nor spoke of
the pomp around him, but with folded arms stood silent and apart.
Standing beside her queenly cousin, with a group of bower maidens
clustering around, the damosel Rosalind glanced from side to side with a
merry twinkle of her eye, and look of maidenly wonder, as the glare and the
glitter, the pomp and the show of the scene broke on her vision, and came
thundering on her ear.
Amid the throng of noble dames, towered the stately form of the Lady
Di Albarone, with a proud smile on her lip, and a haughty glance in her eye,
as she looked with all a mother’s pride upon her son’s advancement to his
right of birth and honor.
 And higher grew the sound of pipe and cymbal, mingling with the roll of
drum, and the peal of trumpet, and deeply booming along the arches of the
cathedral, came the voice of the swelling organ, seeming as though some
spirit of light had trained the mountain thunder to the strains of harmony,
now soft and gentle, now awful, now sublime, and ever filling the soul with
high and glowing thoughts.
And now the bright sunbeams came flaunting through the arched
windows of the cathedral, and every eye was fixed upon the throne, and
every voice was hushed in expectation, as the moment of the approaching
ceremony drew nigh.
A murmur ran along the aisles of the cathedral, and it deepened into a
cry—
“He comes, the holy abbot of St. Peter’s of Florence!”
And every sound was hushed, as the venerable man of heaven raised the
golden coronet, set with rarest jewels, and the sceptre of ivory from the altar
of the cathedral, and ascending the steps of the throne he was received by
Adrian Di Albarone with lowered head, and bended knee.
“Sound heralds, sound!”
And then the heralds, standing one on either side of the throne, gave a
blast loud and long to the air, and proclaiming to the lineage, the title, and
the birth of Lord Adrian Count Di Albarone, they flung each man, his glove
upon the marble floor, challenging all the world to say aught against the
right of descent claimed by the duke elect. There came no answer to the
challenge.
“Lord Adrian Count Di Albarone,” thus spoke the abbot; “in the name of
God, in the name of Christ and St. Peter, and by the blessing of the Holy
Vicar of Christ upon earth, I proclaim thee Sovereign Lord of Florence, the
city and the field, the mountain and the stream! I bestow upon thee the
golden coronet—wear it with glory and honor. I place this sceptre of ivory
in thy grasp—wield it with justice and truth. Arise Adrian, Lord Duke of
Florence!”
As thus he spoke, with his mind glowing with the memory of the day
when he had mingled in the battle fray, side by side, with the sire of the
gallant youth who knelt at his feet, the tones of the abbot’s voice rose high
and clear, and with eyes upraised to heaven, and outspread hands, he
seemed to implore a benizen upon the bridal pair.
 One shout, long and deep, ascended from the multitude. Adrian arose
upon his feet, and lifted the gorgeous coronet from his brow. He took the
fair Ladye Annabel by the hand, and as the blushes grew deeper on her
cheek, he impressed upon her brow a kiss that told at once of the love of the
youth for his mistress, and the admiration of the knight for his fair ladye.
He extended his hand, and in an instant the coronet rested upon the brow
of the lovely bride.
The vast cathedral roof echoed with the thunder shout of the myriad
voices, the strains of the swelling music filled the air, at each pause of the
deafening cries of joy; the warriors flung their swords in the air, the fair
dames and damosels waved their snow-white hands on high, and one
universal gush of joy hailed the fair Ladye Annabel Duchess of Florence!
“My own fair bride,” Adrian whispered, “the night has passed, and our
morning cometh.”
While her heart yet throbbed with indefinable emotion, Adrian led his
gentle bride to the ducal chair, and side by side, they awaited the homage of
the noble throng of lords and ladies, knights and damosels.
Many a noble lord, and many a haughty dame, advancing to the throne,
bowed low at the feet of the Duke Adrian, and kissed the fair hand of the
Duchess Annabel.
At last a man of lofty stature, and commanding port, with locks of gray
hair falling back from a stern, determined face, paled by disease, and wan
with thought, and ascending the steps of the throne, sank on one knee
before the duke.
“Rise, brave knight,” exclaimed Adrian; “rise brave Sir Geoffrey O’ Th’
Longsword; rise lord keeper of our castle Di Albarone. Thy youth has been
wasted fighting for the cause of the late venerated lord; thy age shall be
rendered calm and peaceful within the walls of the castle, with whose brave
soldiers thou hast so often gone forth to the ranks of battle.”
And placing the baton of command within the hand of the brave knight,
he raised him from his kneeling position. Sir Geoffrey o’ th’ Longsword
replied not to the Duke with words of flattery.—One glance of the eye, and
one grasp of the hand, was all the answer that greeted the Duke Adrian.
Then came Robin the Rough, ascending the throne with a half-solemn
air, as though he were afraid of soiling the steps of gold. With a true
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