  Genetic feedback loops in cells break detailed balance and involve
bimolecular reactions; hence exact solutions revealing the nature of the
stochastic fluctuations in these loops are lacking. We here consider the master
equation for a gene regulatory feedback loop: a gene produces protein which
then binds to the promoter of the same gene and regulates its expression. The
protein degrades in its free and bound forms. This network breaks detailed
balance and involves a single bimolecular reaction step. We provide an exact
solution of the steady-state master equation for arbitrary values of the
parameters, and present simplified solutions for a number of special cases. The
full parametric dependence of the analytical non-equilibrium steady-state
probability distribution is verified by direct numerical solution of the master
equations. For the case where the degradation rate of bound and free protein is
the same, our solution is at variance with a previous claim of an exact
solution (Hornos et al, Phys. Rev. E {\bf 72}, 051907 (2005) and subsequent
studies). We show explicitly that this is due to an unphysical formulation of
the underlying master equation in those studies.
