  We investigate various possible definitions of an effective temperature for a
particularly simple nonequilibrium stationary system, namely a heated Brownian
particle suspended in a fluid. The effective temperature based on the
fluctuation dissipation ratio depends on the time scale under consideration, so
that a simple Langevin description of the heated particle is impossible. The
short and long time limits of this effective temperature are shown to be
consistent with the temperatures estimated from the kinetic energy and Einstein
relation, respectively. The fluctuation theorem provides still another
definition of the temperature, which is shown to coincide with the short time
value of the fluctuation dissipation ratio.
