Harmonic oscillators, waves and Gaussian processes

Henryk Gzyl ()

Statistics & Probability Letters, 2021, vol. 172, issue C

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.

Keywords: Gauss–Markov process; Wave equation; Harmonic oscillator; Entropy (search for similar items in EconPapers)
Date: 2021
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Citations: View citations in EconPapers (1)

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DOI: 10.1016/j.spl.2021.109043

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