Stationary distributions for jump processes with memory
classification
🧮 math.PR
keywords
jumpdistributionmeasurememoryprocessesproductstationaryanalyze
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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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