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.
No takes yet. Share an insight, caveat, or question.
Ronald F. Fox (1977) studied this question.
Synapse has enriched 3 closely related papers on similar clinical questions. Consider them for comparative context: