A Gaussian oscillator
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Date
Authors
Burdzy, Krzysztof
White, David
Journal Title
Journal ISSN
Volume Title
Publisher
Institute of Mathematical Statistics
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.
Description
Citation
Burdzy, K. & D. White. (2004). A Gaussian oscillator. Electronic communications in Probability, 9 (Paper 10), 92-95.