A Gaussian oscillator

dc.contributor.authorBurdzy, Krzysztof
dc.contributor.authorWhite, David
dc.date.accessioned2005-12-01
dc.date.available2005-12-01
dc.date.issued2004-10-06
dc.description.abstractWe 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.sponsorshipResearch partially supported by NSF grant DMS-0303310.en
dc.format.extent86609 bytes
dc.format.mimetypeapplication/pdf
dc.identifier.citationBurdzy, K. & D. White. (2004). A Gaussian oscillator. Electronic communications in Probability, 9 (Paper 10), 92-95.en
dc.identifier.urihttp://hdl.handle.net/1773/2231
dc.language.isoen_US
dc.publisherInstitute of Mathematical Statisticsen
dc.subjectstochastic processen
dc.subjectsawtooth pathen
dc.subjectGaussian stationary distributionen
dc.titleA Gaussian oscillatoren
dc.typeArticleen

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