{ "id": "1010.1572", "version": "v1", "published": "2010-09-13T10:53:39.000Z", "updated": "2010-09-13T10:53:39.000Z", "title": "Stationary distributions for jump processes with memory", "authors": [ "Krzysztof Burdzy", "Tadeusz Kulczycki", "Rene Schilling" ], "categories": [ "math.PR" ], "abstract": "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.", "revisions": [ { "version": "v1", "updated": "2010-09-13T10:53:39.000Z" } ], "analyses": { "keywords": [ "jump processes", "stationary distribution", "uniform probability measure", "state space", "jump measure" ], "note": { "typesetting": "TeX", "pages": 0, "language": "en", "license": "arXiv", "status": "editable", "adsabs": "2010arXiv1010.1572B" } } }