| Issue |
EPL
Volume 79, Number 6, September 2007
|
|
|---|---|---|
| Article Number | 60004 | |
| Number of page(s) | 5 | |
| Section | General | |
| DOI | https://doi.org/10.1209/0295-5075/79/60004 | |
| Published online | 21 August 2007 | |
Two-point correlation function of the fractional Ornstein-Uhlenbeck process
1
School of Physics and Astronomy, University of Leeds - LS2 9JT, UK
2
Institute for Theoretical Physics, University of Münster - Wilhelm-Klemm Str. 9, 48149 Münster, Germany
Received:
2
June
2007
Accepted:
30
July
2007
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 non-stationarity and a clear deviation from a Mittag-Leffler decay. Our result thus provides a new criterion to assess whether a given stochastic process can be identified as a continuous time random walk.
PACS: 02.50.-r – Probability theory, stochastic processes, and statistics / 05.40.Fb – Random walks and Levy flights / 05.10.Gg – Stochastic analysis methods (Fokker-Planck, Langevin, etc.)
© Europhysics Letters Association, 2007
Current usage metrics show cumulative count of Article Views (full-text article views including HTML views, PDF and ePub downloads, according to the available data) and Abstracts Views on Vision4Press platform.
Data correspond to usage on the plateform after 2015. The current usage metrics is available 48-96 hours after online publication and is updated daily on week days.
Initial download of the metrics may take a while.