Past exam of the mathematics course of the University of Cambridge 2006 iii Paper 69 3 d Solution Created 2026-10-03 Updated 2026-10-14
For a separated weighted density, write . Its eigenvalue equation isSet . Differentiation eliminates the first derivative of , giving the tilted Ornstein-Uhlenbeck oscillator transformationComplete the square and introduce the dimensionless variable . The equation becomesComparing with the quantum harmonic oscillator gives . Its energies therefore correspond to . The dominant nonnegative separated mode is the ground state, which is nodeless. ConsequentlyFor an independent check, is a centered Gaussian random variable with varianceThe exponential moment of a Gaussian linear functional gives , whose long-time growth rate is the same . This exact Ornstein-Uhlenbeck multiplicative amplification formula also distinguishes the finite-time transient from the asymptotic exponential law. A general transient can contain sign-changing excited eigenfunctions in its expansion while the total weighted density remains nonnegative.