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Stationary Distributions for Jump Processes with Memory by Burdzy, Krzysztof; Kulczycki, Tadeusz; Schilling, Rene is a scholarly article available to read on EtoBox.

What is Stationary Distributions for Jump Processes with Memory about?

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.

Author

Burdzy, Krzysztof; Kulczycki, Tadeusz; Schilling, Rene

Published

2010

Language

EN