@article{ECP1428,
author = {Krzysztof Burdzy and David White},
title = {Markov processes with product-form stationary distribution},
journal = {Electron. Commun. Probab.},
fjournal = {Electronic Communications in Probability},
volume = {13},
year = {2008},
keywords = {Markov process, stationary distribution, inert drift},
abstract = {We consider a continuous time Markov process $(X,L)$, where $X$ jumps between a finite number of states and $L$ is a piecewise linear process with state space $\mathbb{R}^d$. The process $L$ represents an "inert drift" or "reinforcement." We find sufficient and necessary conditions for the process $(X,L)$ to have a stationary distribution of the product form, such that the marginal distribution of $L$ is Gaussian. We present a number of conjectures for processes with a similar structure but with continuous state spaces.},
pages = {no. 56, 614-627},
issn = {1083-589X},
doi = {10.1214/ECP.v13-1428},
url = {http://ecp.ejpecp.org/article/view/1428}}