van den Berg, J.; Meester, Ronald; White, Damien G. - In: Stochastic Processes and their Applications 69 (1997) 2, pp. 247-257
Consider an ordinary Boolean model, that is, a homogeneous Poisson point process in Rd, where the points are all centres of random balls with i.i.d. radii. Now let these points move around according to i.i.d. stochastic processes. It is not hard to show that at each fixed time t we again have a...