# The generalized Langevin equation with Gaussian fluctuations

@article{Fox1977TheGL, title={The generalized Langevin equation with Gaussian fluctuations}, author={Ronald Forrest Fox}, journal={Journal of Mathematical Physics}, year={1977}, volume={18}, pages={2331-2335} }

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.

## 84 Citations

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