Markov processes with product-form stationary distribution
Krzysztof Burdzy, David White
TL;DR
This paper investigates a class of finite-state continuous-time Markov processes with product-form stationary distributions, providing examples that inspire conjectures for diffusions with inert drift.
Contribution
It introduces new examples of Markov processes with product-form stationary distributions that suggest potential conjectures for related diffusion processes.
Findings
Examples of Markov processes with product-form stationary distributions
Insights into conjectures for diffusions with inert drift
Potential applications in stochastic modeling
Abstract
We study a class of Markov processes with finite state space and continuous time that have product form stationary distributions. We obtain a number of examples that can generate conjectures for diffusions with inert drift.
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Taxonomy
TopicsStochastic processes and statistical mechanics · Markov Chains and Monte Carlo Methods · Mathematical Dynamics and Fractals