2004/11/30 by A. Baule, R. Friedrich · 1 citation
Physics and Astronomy · #physics.flu-dyn #physics.data-an
paper · pdf · doi:10.1103/physreve.71.026101
published as Physical Review E 71, 026101 (2005) · 13 pages, 1 figure
arxiv created 2008/07/31 · arxiv updated 2009/12/01
We consider joint probability distributions for the class of coupled Langevin equations introduced by Fogedby [H.C. Fogedby, Phys. Rev. E 50, 1657 (1994)]. We generalize well-known results for the single time probability distributions to the case of N-time joint probability distributions. It is shown that these probability distribution functions can be obtained by an integral transform from distributions of a Markovian process. The integral kernel obeys a partial differential equation with fractional time derivatives reflecting the non-Markovian character of the process.