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.
