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**A generalized Cauchy process and its application to relaxation phenomena.**
*(English)*
Zbl 1090.82013

The authors introduce a two-parameter family of non-Markovian stationary Gaussian processes whose defining property is that their covariance takes the functional form of the symmetric stable distribution. Processes are not self-similiar. They are unrelated to so-called fractional Brownian motions. Naming these processes to be affine to the Cauchy process or the generalized Cauchy process is a bit misleading since the latter are well known in the mathematical literature as non-Gaussian Markov processes of the jump-type. The possibility of a physical application for the understanding of the non-Debye dielectric relaxation phenomena is discussed. The predictive power of the presented formalism does not seem to surpass the one based on the combination of continuous time random walks with Lévy stable distributed waiting times, c.f. A. K. Jonscher, A. Jurlewicz and K. Weron [Contemp. Phys. 44, 329 (2003), see also cond-mat/0210481].

Reviewer: Piotr Garbaczewski (Zielona Góra)

### MSC:

82B31 | Stochastic methods applied to problems in equilibrium statistical mechanics |

60G15 | Gaussian processes |

60G10 | Stationary stochastic processes |

60G20 | Generalized stochastic processes |

60K37 | Processes in random environments |