Gaussian fluctuations from random Schr\"odinger equation
Probability
2020-10-12 v2 Analysis of PDEs
Abstract
We study the Schr\"odinger equation driven by a weak Brownian forcing, and derive Gaussian fluctuations in the form of a time-inhomogeneous Ornstein-Uhlenbeck process. As a result, when evaluated at a fixed frequency, the intensity of the incoherent wave is of exponential distribution.
Cite
@article{arxiv.2005.14591,
title = {Gaussian fluctuations from random Schr\"odinger equation},
author = {Yu Gu and Tomasz Komorowski},
journal= {arXiv preprint arXiv:2005.14591},
year = {2020}
}
Comments
v2, 26 pages, minor revision