Anomalous diffusion induced by a Mittag-Leffler correlated noise

Abstract

We introduce a Mittag-Leffler correlated random force leading to anomalous diffusion. Starting from a generalized Langevin equation, and using Laplace analysis we derive exact expressions for the mean values, variances and diffusion coefficient for a free particle in terms of generalized Mittag-Leffler functions and its derivatives. The asymptotic behavior of these quantities are obtained, from which the anomalous diffusion behavior of the particle is displayed. © 2007 The American Physical Society.