Stationary distributions for jump processes with inert drift

Details Stationary distributions for jump processes with inert drift Stationary distributions for jump processes with inert drift

2010-09-13

arxiv.org/abs/1009.2347v1

Mathematics

Probability

Scientific paper

We analyze jump processes $Z$ with ``inert drift'' 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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