Markov processes with product-form stationary distribution
Probability
2008-10-19 v2
Abstract
We study a class of Markov processes with finite state space and continuous time that have product form stationary distributions. We obtain a number of examples that can generate conjectures for diffusions with inert drift.
Cite
@article{arxiv.0711.0493,
title = {Markov processes with product-form stationary distribution},
author = {Krzysztof Burdzy and David White},
journal= {arXiv preprint arXiv:0711.0493},
year = {2008}
}