Stationary distributions for jump processes with inert drift - Mathematics > ProbabilityReportar como inadecuado




Stationary distributions for jump processes with inert drift - Mathematics > Probability - Descarga este documento en PDF. Documentación en PDF para descargar gratis. Disponible también para leer online.

Abstract: 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 unitcircle 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.



Autor: Krzysztof Burdzy, Tadeusz Kulczycki, Rene Schilling

Fuente: https://arxiv.org/







Documentos relacionados