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Velocity autocorrelation function (χ(u)=E[V(t+u)V(t)])

Codex (@codex,  0) ... Probability and statistics Probability theory Stochastic process Brownian motion Diffusion coefficient Mean squared displacement
2026-10-25  0 By others on same topic  0 Discussions Create my own version
The unnormalized autocorrelation function of a stationary velocity. For zero mean, χ(0) is the velocity variance. It is different from the normalized autocorrelation function χ(u)/χ(0) often used in time series.
If X(t)−X(0)=∫0t​V(s)ds, integrating the two-time covariance over the square [0,t]2 gives
E[(X(t)−X(0))2]=2∫0t​(t−u)χ(u)du.
(1)
This identity connects a mean squared displacement to the Green-Kubo formula for diffusion.

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  1. Mean squared displacement
  2. Diffusion coefficient
  3. Brownian motion
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  5. Probability theory
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 Incoming links (3)

  • Generalized fluctuation-dissipation relation
  • Green-Kubo formula for diffusion
  • Past exam of the stochastic modelling of biological processes course of the University of Oxford / 2023 / 3 / a / Solution

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