Stationary distributions for jump processes with memory

Details Stationary distributions for jump processes with memory Stationary distributions for jump processes with memory

2010-09-13

arxiv.org/abs/1010.1572v1

Mathematics

Probability

Scientific paper

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

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