J. Masoliver, 2ND-ORDER DICHOTOMOUS PROCESSES - DAMPED FREE MOTION, CRITICAL-BEHAVIOR, AND ANOMALOUS SUPERDIFFUSION, Physical review. E, Statistical physics, plasmas, fluids, and related interdisciplinary topics, 48(1), 1993, pp. 121-135
We study damped inertial processes driven by dichotomous Markov noise
in the absence of a potential. We obtain exact differential equations
for the joint probability density and for the marginal densities of ve
locity and position. Several aspects of the critical behavior of the s
ystem are examined in detail. The exact equation for the displacement
of a free Brownian particle is also found, and from this equation we s
tudy the damping effects on the mean-square displacement [X2(t)], by e
valuating the dynamical exponent and showing a crossover from a superd
iffusive motion of the form [X2(t)] approximately t3 to ordinary diffu
sion where [X2(t)] approximately t.