The generalized Langevin equation with Gaussian fluctuations
- 1 December 1977
- journal article
- Published by AIP Publishing in Journal of Mathematical Physics
- Vol. 18 (12) , 2331-2335
- https://doi.org/10.1063/1.523242
Abstract
It is shown that all statistical properties of the generalized Langevin equation with Gaussian fluctuations are determined by a single, two-point correlation function. The resulting description corresponds with a stationary, Gaussian, non-Markovian process. Fokker–Planck-like equations are discussed, and it is explained how they can lead one to the erroneous conclusion that the process is nonstationary, Gaussian, and Markovian.Keywords
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