Two-point correlation function of the fractional Ornstein-Uhlenbeck process
arXiv:0705.4473 · doi:10.1209/0295-5075/79/60004
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.
6 pages, 2 figures; Journal's website can be found at http://www.epljournal.org