  We investigate fractional Brownian motion with a microscopic random-matrix
model and introduce a fractional Langevin equation. We use the latter to study
both sub- and superdiffusion of a free particle coupled to a fractal heat bath.
We further compare fractional Brownian motion with the fractal time process.
The respective mean-square displacements of these two forms of anomalous
diffusion exhibit the same power-law behavior. Here we show that their lowest
moments are actually all identical, except the second moment of the velocity.
This provides a simple criterion which enables to distinguish these two
non-Markovian processes.
