Generalized Coverage Processes with Infinitely Divisible Finite Dimensional Distributions
Probability
2026-03-17 v1
Abstract
In this paper we define a class of coverage processes with infinitely divisible finite dimensional distributions and a particular type of correlation structure that can be thought of as generalizations of the classical Ornstein--Uhlenbeck process and which include coverage processes such as the process. We show how such processes arise naturally as limits of superpositions of independent ON/OFF Markov processes with different parameters by formulating an appropriate limit theorem. Various examples of processes of this type are given.
Cite
@article{arxiv.2603.15124,
title = {Generalized Coverage Processes with Infinitely Divisible Finite Dimensional Distributions},
author = {George Makatis and Michael A. Zazanis},
journal= {arXiv preprint arXiv:2603.15124},
year = {2026}
}