Solution

ID: past-exam-of-the-stochastic-modelling-of-biological-processes-course-of-the-university-of-oxford/2023/3/c/i/solution

Write , so the friction memory kernel is and has area one for every . Its Laplace transform is . The generalized fluctuation-dissipation relation therefore gives
To verify the pointwise time-domain limit, rather than relying only on Laplace transform convergence, consider . The two roots
are negative and satisfy , . Since and , the inverse Laplace transform is
The coefficient of the slow exponential tends to , and that of the fast exponential tends to zero. Hence
This is the velocity autocorrelation function of an Ornstein-Uhlenbeck process satisfying . The friction memory kernel becomes local in time. Consistently, the even noise autocorrelation tends to in the sense of distributions, fixing the white noise normalization. The finite- right derivative does not converge to the right derivative of the limiting function: there is a short initial relaxation layer.

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