Anomalous diffusion of particles driven by correlated noise

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