Importance sampling, Fokker-Planck and Langevin equations

If we want to get some useful information out of this, we have to average over all possible realizations of \( \mathbf{F}(t) \), with the initial velocity as a condition. A useful quantity for example is

$$ \langle \mathbf{v}(t)\cdot \mathbf{v}(t)\rangle_{\mathbf{v}_{0}}=v_{0}^{-\xi 2t} +2\int_{0}^{t}d\tau e^{-\xi (2t-\tau)}\mathbf{v}_{0}\cdot \langle \mathbf{F}(\tau )\rangle_{\mathbf{v}_{0}} $$ $$ +\int_{0}^{t}d\tau ^{\prime }\int_{0}^{t}d\tau e^{-\xi (2t-\tau -\tau ^{\prime })} \langle \mathbf{F}(\tau )\cdot \mathbf{F}(\tau ^{\prime })\rangle_{ \mathbf{v}_{0}}. $$