Stationary distributions for jump processes with memory
Probability
2010-10-11 v1
Abstract
We analyze a jump processes with a jump measure 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.1010.1572,
title = {Stationary distributions for jump processes with memory},
author = {Krzysztof Burdzy and Tadeusz Kulczycki and Rene Schilling},
journal= {arXiv preprint arXiv:1010.1572},
year = {2010}
}