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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.



Author: Krzysztof Burdzy, Tadeusz Kulczycki, Rene Schilling

Source: https://arxiv.org/







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