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Anomalous diffusion in a generalized Langevin equation. (English) Zbl 1298.82048

Summary: We analyze the motion of a particle governed by a generalized Langevin equation with the colored noise described by a combination of power-law and generalized Mittag-Leffler function. This colored noise generalizes the power-law correlation function and an exponential one. We obtain exact results for the relaxation function. Further, we obtain the first moments and variances of the displacement and velocity. The long-time behavior of these quantities are also investigated. We show that normal diffusion processes can be generated by a class of these colored noises.{
©2009 American Institute of Physics}

MSC:

82C31 Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics
82C35 Irreversible thermodynamics, including Onsager-Machlup theory
82C70 Transport processes in time-dependent statistical mechanics
Full Text: DOI

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