Two-point correlation function of the fractional Ornstein-Uhlenbeck process
classification
❄️ cond-mat.stat-mech
cond-mat.soft
keywords
correlationfunctiontwo-pointanalyticalcalculateclearclosedcontinuous
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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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