Electronic Resource
College Park, Md.
:
American Institute of Physics (AIP)
Journal of Mathematical Physics
27 (1986), S. 991-995
ISSN:
1089-7658
Source:
AIP Digital Archive
Topics:
Mathematics
,
Physics
Notes:
The stochastic average of exponential expressions that depend at most quadratically upon a Gaussian random function is evaluated using a functional method. The average can be obtained formally for arbitrary forms of the correlation function. The result, however, depends upon a functional determinant and the inverse of a linear operator. Cases are discussed, in particular the Ornstein–Uhlenbeck process, where the latter quantities can be evaluated explicitly.
Type of Medium:
Electronic Resource
URL:
http://dx.doi.org/10.1063/1.527120
Permalink
Library |
Location |
Call Number |
Volume/Issue/Year |
Availability |