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Vestnik Moskovskogo Universiteta. Seriya 1. Matematika. Mekhanika, 1982, Number 3, Pages 85–92
(Mi vmumm4246)
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Mechanics
Peculiarities of the trajectories of an oscillator excited by a stationary random force
N. I. Mikhailov
Abstract:
Let a linear oscillator be affected by a Gaussian stationary process with
$$
\int_0^\infty t|R(t)|\,dt<\infty,
$$
where $R(t)$ is its correlation function. Then almost for sure the amplitude becomes, first, arbitrarily large and, then, arbitrarily small.
Received: 23.09.1981
Citation:
N. I. Mikhailov, “Peculiarities of the trajectories of an oscillator excited by a stationary random force”, Vestnik Moskov. Univ. Ser. 1. Mat. Mekh., 1982, no. 3, 85–92
Linking options:
https://www.mathnet.ru/eng/vmumm4246 https://www.mathnet.ru/eng/vmumm/y1982/i3/p85
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