 Inertial Brownian displacement with zero initial velocity

A free particle following Langevin dynamics initialized at zero position and velocity has relaxation time $\tau =m/\zeta$ and thermal diffusivity $D=k_{B}T/\zeta$. Its position is the convolution of the random force with $[1-e^{-t/\tau }]/\zeta$. The fluctuation-dissipation relation for a Langevin particle gives force covariance amplitude $2\zeta k_{B}T$, and integrating the squared kernel yields the displayed variance. At short times it grows as $2D{t}^3/(3{\tau }^2)$ because the initial velocity is cold; at long times it grows as $2Dt$. A Maxwellian initial velocity produces a different short-time transient.