Generalized Coverage Processes with Infinitely Divisible Finite Dimensional Distributions

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 $M/GI/\infty$ 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.