A Gaussian Oscillator

Krzysztof Burdzy (University of Washington)
David White (University of Washington)


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.

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Pages: 92-95

Publication Date: October 6, 2004

DOI: 10.1214/ECP.v9-1113


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