Two-point correlation function of the fractional Ornstein-Uhlenbeck process

Details Two-point correlation function of the fractional Ornstein-Uhlenbeck process Two-point correlation function of the fractional Ornstein-Uhlenbeck process

2007-05-30

arxiv.org/abs/0705.4473v2

Europhysics Letters 79 (2007) 60004

Physics

Condensed Matter

Statistical Mechanics

6 pages, 2 figures; Journal's website can be found at http://www.epljournal.org

Scientific paper

10.1209/0295-5075/79/60004

We calculate the two-point correlation function for a
subdiffusive continuous time random walk in a parabolic potential, generalizing
well-known results for the single-time statistics to two times. A closed
analytical expression is found for initial equilibrium, revealing a clear
deviation from a Mittag-Leffler decay.

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