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Harmonic oscillators, waves and Gaussian processes

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  • Gzyl, Henryk

Abstract

Classical harmonic oscillators are ubiquitous mechanical systems, appearing in many setups, in particular, as Gauss–Markov processes. The connection between wave motion and harmonic oscillators leads us to a connection between waves and a special class of infinitely dimensional Gauss–Markov processes.

Suggested Citation

  • Gzyl, Henryk, 2021. "Harmonic oscillators, waves and Gaussian processes," Statistics & Probability Letters, Elsevier, vol. 172(C).
    • Handle: RePEc:eee:stapro:v:172:y:2021:i:c:s0167715221000055
    DOI: 10.1016/j.spl.2021.109043
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    References listed on IDEAS

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    1. Gzyl, Henryk, 1987. "Characterization of vector valued, gaussian, stationary, markov processes," Statistics & Probability Letters, Elsevier, vol. 6(1), pages 17-19, September.
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    Cited by:

    1. Gzyl, Henryk, 2021. "Forced harmonic oscillators, waves on a forced string and changes of measure," Statistics & Probability Letters, Elsevier, vol. 179(C).

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    1. Gzyl, Henryk, 2021. "Forced harmonic oscillators, waves on a forced string and changes of measure," Statistics & Probability Letters, Elsevier, vol. 179(C).

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