Stationary distributions for jump processes with inert drift
Probability
2010-09-14 v1
Abstract
We analyze jump processes with ``inert drift'' determined by a ``memory'' process . The state space of is the Cartesian product of the unit circle and the real line. We prove that the stationary distribution of 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}
}