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arXiv · 0705.4473

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

A. Baule·R. Friedrich
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Abstract

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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BibTeXRIS

A. Baule, R. Friedrich. 2007-05-30. Two-point correlation function of the fractional Ornstein-Uhlenbeck process. https://doi.org/10.1209/0295-5075/79/60004

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