We study the Langevin equation of a point particle driven by random noise, modeled as a two-state Markov process. The corresponding master equation differs from the Fokker-Planck equation. In equilibrium, the velocity of the particle is distributed according to a binomial power law. We discuss transient (i.e., nonequilibrium) behavior, and the consequences of non-Markovian noise statistics.

• Received 11 May 2001

DOI:https://doi.org/10.1103/PhysRevE.65.021113