Lecture Notes in Statistics 87 Edited by S. Fienberg, J. Gani, K. Krickeberg, I. OIkin, and N. Wemmth Je sper M~ller Lectures On Randolll Voronoi Tessellations Springer-Verlag New York Berlin Heidelberg London Paris Tokyo Hong Kong Barcelona Budapest Jesper M~ller Department of Theoretical Statistics Institute of Mathematics University of Aarhus DK-8000 Aarhus C DENMARK library of Congress Cataloging-in-Publication Data Mj'jller, Jesper. Lectures on random Voronoi tessellations 1J esper Mj'jller. p. em. -- (Lecture notes in statistics; 87) Includes bibliographical references and index. 1. Voronoi polygons. 2. Spatial analysis (Statistics). I. Title. II. Series: Lecture notes in statistics (Springer-Verlag); v. 87. QA278.2.M64 1994 133.9'01'3 --dc20 94-248 Printed on acid-free paper. © 1994 Springer-Verlag New York, Inc. Softcover reprint of the hardcover Ist edition 1994 All rights reserved. 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They should contain at least 100 pages of scientific text and should include - a table of contents; - an informative introduction, perhaps with some historical remarks: it should be accessible to a reader not particularly familiar with the topic treated; - a subject index: as a rule this is genuinely helpful for the reader. Preface These notes were prepared for a series of lectures pre sented at a summer course 1992 on 'Random Voronoi Tessella tions' organized by Professor Julian Besag, Department of Statistics, University of Washington. Hopefully the notes may provide a helpful supplement to the existing mathematical literature on random Voronoi tessel lations, which might be difficult for non-specialists to enter. The notes were prepared just before the excellent book by Okabe et al. (1992) appeared. While Okabe et al. (1992) contains a comprehensive collection of concepts and results of Voronoi tessellations but often without mathematical details and proofs, the exposition in the present booklet is mathematically rigorous and detailed proofs are given making the notes largely self-contained. Also no background knowledge on either the subject of this booklet or of spatial statistics and stochastic geometry is assumed. Finally, I am indebted to Julian Besag for giving me the opportunity to visit Seattle and Department of statistics, University of Washington, and to Oddbj0rg Wethelund for her eminent secretarial assistance. December 1992 Jesper M0ller Contents Page Preface 1. Introduction and background 1 1.1. Definitions, assumptions, and characteristics 3 1.2. History and applications 9 1.3. Related tessellations 11 2. Geometrical properties and other background material 15 2.1. On the geometric structure of Voronoi and Delaunay tessellations 15 2.2. Short diversion into integral geometry 27 3. Stationary Voronoi tessellations 43 3.1. Spatial point processes and stationarity 44 3.2. Palm measures and intensities of cells and facets 48 3.3. Mean value relations 60 3.4. Flat sections 69 4. Poisson-Voronoi tessellations 83 4.1. The homogeneous Poisson process 83 4.2. Mean value characteristics of Poisson-Voronoi facets 88 4.3. On the distribution of the typical poisson-Delaunay cell and related statistics 104 4.4. On the distribution of the typical Poisson-Voronoi cell and related statistics 112 4.5. Simulation procedures for Poisson-Voronoi tessellations and other related models 118 References 125 Subject and author index 129 Notation index 132 1 1. Introduction and background A tessellation or mosaic of the d-dimensional Euclidean space IRd is a subdivision IRd = U C. into d-dimensional i J. non-overlapping sets such arrangements occur in many natural situations and depending on the situation the sets Ci might be called cells, crystals, regions, tiles, etc. Many real-life tessellations are random. Random tessella tions have been studied for a long time in stochastic geometry and a general theory has now been established, see e.g. Stoyan et al. (1987), Zahle (1988), M01ler (1989), and Mecke et al. (1990). Usually the cells are assumed to be bounded and convex, and the aggregate of cells is locally bounded in the sense that the number of cells intersecting any bounded subset of IRd is finite. Then the cells become d-dimensional convex polytopes, i.e. bounded intervals (d 1) , convex polygons (d = 2), convex polyhedra (d = 3), etc. Of course, most interest in 'practice' concerns planar and spatial random tessellations. Indeed there is a large variety of specific probabilistic models for random tessellations. Typically, the random mechan ism is given by some stochastic process of simple geometrical objects which generate the tessellation in accordance to some rule. One such example is a process of lines in 1R2, which in an obvious way determines a random planar tessellation of 1R2, see Figure 1.1. Line-generated tessellations provide one of the mathematically most tractable class of models of tessellations, especially if the line process is Poisson, see e.g. Mecke et al. (1990) and the references therein. However, their import ance for 'practical' applications seem to be somewhat limited. In these lecture notes we shall consider another construc tion: voronoi tessellations generated by point processes as described in section 1.1. In the first part, Chapters 1-2, we discuss essentially non-random properties of Voronoi tessella tions, i.e. the geometric structure of the cell aggregate when the realization of the associated point process is given; also 2 Figure 1.1. An example of a simulated Poisson line tessella tion observed within a disc. some background material on integral geometry is presented. The remaining Chapters 3-4, which constitute the major part, are devoted to the study of random Voronoi tessellations. Chapter 3 treats arbitrary stationary Voronoi tessellations using Palm measure theory. Chapter 4 concerns Poisson-Voronoi tessella tions. The homogeneous Poisson process seems to be the only non-trivial stochastic model for which a reasonable collection of theoretical results for the associated Voronoi tessellation is derivable. For specificity and ease of exposition, we shall often restrict attention to planar and spatial Voronoi tessel lations. However, most concepts and results hold as well in IRd, and sometimes it will be more appropriate to state the definitions and results for arbitrary dimensions d. The notes in no way attempt to cover all aspects of random Voronoi tessellations. Much deeper and fascinating results have had to be omitted, like e.g. David G. Kendall's shape theory of Poisson-Delaunay triangles, see Kendall (1989). Further, many results hold as well for more general models of tessellations. This is in particular the case for the mean value relations 3 stated in Chapter 3 as established by Joseph Mecke and many others. Also I must acknowledge Roger E. Miles and Kenneth A. Brakke for most of the material on Poisson-Voronoi and Poisson Delaunay tessellations as presented in Chapter 4. Finally, it should be noted that the exposition will main ly concentrate on the probabilistic aspects of random Voronoi tessellations. Detailed proofs will be given with the exception of some easy ~roofs which are stated as exercises. 1.1. Definitions. assumptions. and characteristics In this section we introduce the Voronoi and Delaunay tessellations and describe some of their geometric structure. More details are to be found in section 2.1. Consider a set of points X. called 1 nuclei. Each nucleus generates a cell where 11·11 denotes Euclidean distance. Thus C{x. ,~) consists 1 of all points which have xi as nearest nucleus, see Figures 1.1.1-1.1.2. Equivalently, (1.1.2) where is the closed halfspace H{x.,x.) {yElRd , (y-z .. ). {x.-x.»O} 1 ) 1) 1)- containing and bounded by the bisecting hyperplane of and that is the hyperplane which con- tains the midpoint 4 z.. -12 (X,+X,) 1J 1 J and is perpendicular to the line through x. and x .. Here 1 J is the usual inner product on IRd. Thus c(xilt) is a closed convex set. Further, c(xilt) n c(x·lt) ~ G (xi' Xj ) , so the J cells are seen to have disjoint topological interiors. Conse quently, the cells constitute a tessellation of IRd provided that any point y € IRd has a nearest nucleus and the cells are of dimension d. This is easily seen to be the case if t is locally finite in the sense that the number of nuclei within any bounded subset of IRd is finite (see Exercise 1.1.1). Figure 1.1.1. Planar Voronoi tessellation generated by a bi nomial process of 150 independent and uniformly distributed points on the unit square. Definition 1.1.1. Suppose is locally finite. Then c(xilt) is called the Voronoi cell generated by