Two-point correlation function of the fractional Ornstein-Uhlenbeck process
Statistical Mechanics
2009-11-13 v2 Soft Condensed Matter
Abstract
We calculate the two-point correlation function <x(t2)x(t1)> 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.
Cite
@article{arxiv.0705.4473,
title = {Two-point correlation function of the fractional Ornstein-Uhlenbeck process},
author = {A. Baule and R. Friedrich},
journal= {arXiv preprint arXiv:0705.4473},
year = {2009}
}