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A Gaussian process with parabolic covariances. (English) Zbl 0746.60040

The solutions of the vibrating string equation forced by noise corresponding to the case of a finite string with the extremes tied together is studied. The resulting description of the positions of the string with random action is a stationary periodic Gaussian process. The variance, covariance and the distribution of the maximum excursion at particular times of this special Gaussian process is found.

MSC:

60G15 Gaussian processes
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