Nonstationarity induced by long-time noise correlations in the langevin equation

We solve the generalized Langevin equation driven by a stochastic force with a power-law autocorrelation function. A stationary Markov process has been applied as a model of the noise. However, the resulting velocity variance does not stabilize but diminishes with time. It is shown that algebraic distributions can induce such effects. Results are compared to those obtained with a deterministic random force. Consequences for the diffusion process are also discussed.