Some Limit Theorems for Linear Oscillators with Noise in the Coefficients

msra（2001）

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摘要

Some limit theorems are proven for the linear oscillator with random coefficients. The asymptotic behaviour of the moments is studied in detail. The technique presented in this paper can be applied to general linear systems with noise and is well suited for the investigation of stochastic beam dynamics in accelerators.

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关键词

oscillations,linear system

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