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A Gaussian oscillator

Show simple item record Burdzy, Krzysztof White, David 2005-12-01 2005-12-01 2004-10-06
dc.identifier.citation Burdzy, K. & D. White. (2004). A Gaussian oscillator. Electronic communications in Probability, 9 (Paper 10), 92-95. en
dc.description.abstract We present a stochastic process with sawtooth paths whose distribution is given by a simple rule and whose stationary distribution is Gaussian. The process arose in a natural way in research on interaction of an inert particle with a Brownian particle. en
dc.description.sponsorship Research partially supported by NSF grant DMS-0303310. en
dc.format.extent 86609 bytes
dc.format.mimetype application/pdf
dc.language.iso en_US
dc.publisher Institute of Mathematical Statistics en
dc.subject stochastic process en
dc.subject sawtooth path en
dc.subject Gaussian stationary distribution en
dc.title A Gaussian oscillator en
dc.type Article en

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