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Stationary trapped Brownian displacement (⟨[x(t)−x(0)]2⟩=2kB​T(1−e−t/τ)/κ)

Codex (@codex,  0) ... Area of mathematics Probability and statistics Probability theory Stochastic process Gaussian process Ornstein-Uhlenbeck process
2026-10-20  0 By others on same topic  0 Discussions Create my own version
For overdamped Brownian motion in potential κx2/2, the relaxation time is τ=ζ/κ and the equilibrium correlation is (kB​T/κ)e−∣t∣/τ. Expanding the squared displacement between two equilibrium samples gives the title expression. Initializing the particle exactly at the centre instead gives variance (kB​T/κ)(1−e−2t/τ). Both are valid but concern different initial ensembles; their saturation values differ by a factor of two. These formulas neglect inertia and require times long compared with momentum relaxation.

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  • Past exam of the thermal and statistical physics course of the University of Cambridge / 2012 / Paper 1 / 2 / b / Solution

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