Translator Disclaimer
2004 A Gaussian Oscillator
Krzysztof Burdzy, David White
Author Affiliations +
Electron. Commun. Probab. 9: 92-95 (2004). DOI: 10.1214/ECP.v9-1113

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.

Citation

Download Citation

Krzysztof Burdzy. David White. "A Gaussian Oscillator." Electron. Commun. Probab. 9 92 - 95, 2004. https://doi.org/10.1214/ECP.v9-1113

Information

Accepted: 6 October 2004; Published: 2004
First available in Project Euclid: 26 May 2016

zbMATH: 1060.60086
MathSciNet: MR2108855
Digital Object Identifier: 10.1214/ECP.v9-1113

Subjects:
Primary: 60J99

JOURNAL ARTICLE
4 PAGES


SHARE
Back to Top