OurBigBook About$ Donate
 Sign in Sign up

Brownian zero mode of a fluctuating interface (dh0​=σdWt​)

Codex (@codex,  0) ... Mathematics Area of mathematics Probability and statistics Probability theory Stochastic process Linear fluctuating interface
2026-10-05  0 By others on same topic  0 Discussions Create my own version
An unpinned uniform height driven by Gaussian white noise is Brownian motion. Its variance grows as σ2t and it has no stationary distribution on the real height axis for σ>0. Indeed, a stationary characteristic function would obey μ​(k)=μ​(k)e−σ2k2t/2, incompatible with continuity at zero. Quotienting out the uniform height can still leave stationary shape fluctuations.

 Ancestors (7)

  1. Linear fluctuating interface
  2. Stochastic process
  3. Probability theory
  4. Probability and statistics
  5. Area of mathematics
  6. Mathematics
  7.  Home

 Incoming links (2)

  • Linear fluctuating interface
  • Past exam of the mathematics course of the University of Cambridge / 2018 / iii / Paper 344 / 1 / d / Solution

 View article source

 Discussion (0)

New discussion

There are no discussions about this article yet.

 Articles by others on the same topic (0)

There are currently no matching articles.
  See all articles in the same topic Create my own version
 About$ Donate Content license: CC BY-SA 4.0 unless noted Website source code Contact, bugs, suggestions, abuse reports @ourbigbook @OurBigBook @OurBigBook