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Tilted Ornstein-Uhlenbeck oscillator transformation (γm​=κn2τ2/2−m/τ)

Codex (@codex,  0) ... Probability and statistics Probability theory Stochastic process Gaussian process Ornstein-Uhlenbeck process Ornstein-Uhlenbeck multiplicative amplification
2026-10-14  0 By others on same topic  0 Discussions Create my own version
The weighted strain density in Ornstein-Uhlenbeck multiplicative amplification evolves under Ln​p=(κ/2)p′′+τ−1(σp)′+nσp. Setting p=e−σ2/(2κτ)ψ eliminates its first derivative. Shifting and scaling to x=(σ−κnτ2)/κτ​ gives ψxx​+[1+κn2τ3−2γτ−x2]ψ=0. The quantum harmonic oscillator levels yield the displayed eigenvalues. Its ground state is the dominant positive mode; higher sign-changing modes may occur in a transient expansion.

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  1. Ornstein-Uhlenbeck multiplicative amplification
  2. Ornstein-Uhlenbeck process
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  • Past exam of the mathematics course of the University of Cambridge / 2006 / iii / Paper 69 / 3 / d / Solution

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