Brownian dynamics, time-averaging and colored noise

We propose a method to obtain the equilibrium distribution for positions and velocities of a one-dimensional particle via time-averaging and Laplace transformations. We apply it to the case of a damped harmonic oscillator in contact with a thermal bath. The present method allows us to treat, among other cases, a Gaussian noise function exponentially correlated in time, e.g., Gaussian colored noise. We obtain the exact equilibrium solution and study some of its properties.