  We analyze theoretically the dynamics of a single colloidal particle in an
externally applied electric field. The thermal motions of microions lead to an
anisotropic, nonequilibrium source of noise, pro- portional to the field, in
the effective Langevin equation for the colloid. The fluctuation-dissipation
ratio depends strongly on frequency, and the colloid if displaced from its
steady-state position relaxes with a velocity not proportional to the gradient
of the logarithm of the steady-state probability.
