Author:
Athreya Siva,Roy Rahul,Sarkar Anish
Abstract
Let ξ1, ξ2,… be a Poisson point process of density λ on (0,∞)d, d ≥ 1, and let ρ, ρ1, ρ2,… be i.i.d. positive random variables independent of the point process. Let C := ⋃i≥1 {ξi + [0,ρi]d}. If, for some t > 0, (0,∞)d ⊆ C, then we say that (0,∞)d is eventually covered by C. We show that the eventual coverage of (0,∞)d depends on the behaviour of xP(ρ > x) as x → ∞ as well as on whether d = 1 or d ≥ 2. These results may be compared to those known for complete coverage of ℝd by such Poisson Boolean models. In addition, we consider the set ⋃{i≥1:Xi=1}
[i,i+ρi], where X1, X2,… is a {0,1}-valued Markov chain and ρ1, ρ2,… are i.i.d. positive-integer-valued random variables independent of the Markov chain. We study the eventual coverage properties of this random set.
Publisher
Cambridge University Press (CUP)
Subject
Applied Mathematics,Statistics and Probability
Cited by
15 articles.
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