Anomalous diffusion of particles driven by correlated noise

Abstract

We study the effect of an arbitrary stationary random force on the motion of damped particles. Using a Langevin description, we derive exact expressions for the dispersion of the particle position, of the particle velocity, and their cross dispersion. The particles can exhibit anomalous diffusion, and the connection between this behavior and the functional form of the noise correlations is investigated in detail. We also study anomalous diffusion for the special cases of overdamped and undamped particles.