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.
Reviewer: A.Plikusas (Vilnius)
MSC:
60G15 | Gaussian processes |