The generalized Langevin equation with Gaussian fluctuations
نویسنده
چکیده
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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