Solution

ID: past-exam-of-the-theoretical-physics-major-option-course-of-the-university-of-oxford/2016/4/b/solution

Use the unwrapped angle on the real line. Integrating its Langevin equation gives , where is a centered Gaussian random variable with variance . Therefore
A wrapped angular difference is bounded and would not satisfy this formula.
For the orientation correlation, . The characteristic function gives , so
The translational noise is independent of the orientation, hence the cross terms vanish. Summing its two component correlations gives . Consequently, for ,
The extension to negative time uses . Because the position contains Brownian motion, the instantaneous noise velocity and its correlation are distributions; the delta contribution is not a finite ordinary velocity at .

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