Home | Contents | Submissions, editors, etc. | Login | Search | EJP
 Electronic Communications in Probability > Vol. 9 (2004) > Paper 10 open journal systems 


A Gaussian Oscillator

Krzysztof Burdzy, University of Washington
David White, University of Washington


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.


Full text: PDF

Pages: 92-95

Published on: October 6, 2004
Bibliography
  1. S. Ethier and T. Kurtz Markov processes. Characterization and convergence. John Wiley and Sons, Inc., New York, 1986. Math. Review 88a:60130
  2. F. Knight, On the path of an inert object impinged on one side by a Brownian particle. Probab. Theory Related Fields 121, (2001) 577-598. Math. Review 2002i:60148
  3. D. White, Processes with inert drift. Ph.D. Thesis, University of Washington (forthcoming)
















Research
Support Tool
Capture Cite
View Metadata
Printer Friendly
Context
Author Address
Action
Email Author
Email Others


Home | Contents | Submissions, editors, etc. | Login | Search | EJP

Electronic Communications in Probability. ISSN: 1083-589X