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A Paradox in the Langevin Equation with Long-Time Noise Correlations

T. Srokowski
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Abstract

We solve the generalized Langevin equation driven by a stochastic force with power-law autocorrelation function. A stationary Markov process has been applied as a model of the noise. However, the resulting velocity variance does not stabilizes but diminishes with time. It is shown that algebraic distributions can induce such non-stationary affects. Results are compared to those obtained with a deterministic random force. Consequences for the diffusion process are also discussed.

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BibTeXRIS

T. Srokowski. 1999-12-22. A Paradox in the Langevin Equation with Long-Time Noise Correlations. https://doi.org/10.1103/physrevlett.85.2232

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