The generalized Langevin equation with Gaussian fluctuations

  title={The generalized Langevin equation with Gaussian fluctuations},
  author={Ronald Forrest Fox},
  journal={Journal of Mathematical Physics},
  • R. Fox
  • Published 1 December 1977
  • Physics
  • Journal of Mathematical Physics
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. 

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  • R. Fox
  • Mathematics, Computer Science
  • 1977
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