English

Stationary distributions for jump processes with inert drift

Probability 2010-09-14 v1

Abstract

We analyze jump processes ZZ with ``inert drift'' determined by a ``memory'' process SS. The state space of (Z,S)(Z,S) is the Cartesian product of the unit circle and the real line. We prove that the stationary distribution of (Z,S)(Z,S) is the product of the uniform probability measure and a Gaussian distribution.

Keywords

Cite

@article{arxiv.1009.2347,
  title  = {Stationary distributions for jump processes with inert drift},
  author = {Krzysztof Burdzy and Tadeusz Kulczycki and Rene Schilling},
  journal= {arXiv preprint arXiv:1009.2347},
  year   = {2010}
}
R2 v1 2026-06-21T16:13:03.432Z