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