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


الملخص بالإنكليزية

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.

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