Solution

ID: past-exam-of-the-flows-fluctuations-and-complexity-course-of-the-university-of-oxford/2016/4/b/solution

Write the source's noise terms consistently as . Subtract the steady mean to get . Use the Fourier convention . After initial transients decay,
Fourier transforming the stationary white-noise covariance gives
Therefore the RNA fluctuation power spectral density is . Its integral is the equal-time variance:
The positivity of ensures a stationary limit. The same calculation gives the autocovariance : the decay rate filters the white forcing into a finite correlation time. Here the covariance convention is ; replacing it by would identify .

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