Fractional Ornstein-Uhlenbeck noise

Fractional Ornstein-Uhlenbeck noise is considered and investigated. The fractional Ornstein-Uhlenbeck noise may be linked with a supercapacitor driven by the white noise, and its correlation function for the stationary state shows monotonic and oscillatory decays. In the case of the oscillatory behavior the correlation function presents behaviors similar to those of the harmonic noise (harmonic oscillator driven by the white noise). For application, the Langevin equation with the harmonic potential driven by the fractional Ornstein-Uhlenbeck noise is considered; the first two moments and mean energy are investigated. (C) 2018 Elsevier Inc. All rights reserved.