Abstract In this letter, we have analyzed diffusive behavior of a Brownian particle subject to both internal Gaussian thermal and external non-Gaussian noise sources. We discuss two time correlation functions C(t) of the non-Gaussian stochastic process, and find that they depend on the parameter q, indicating the departure of the non-Gaussian noise from Gaussian behavior: for q≤1, C(t) is fitted very well by the first-order exponentially decaying curve and approaches zero in the long-time limit, whereas for q>1, C(t) can be approximated by a second-order exponentially decaying function and converges to a non-zero constant. Due to the properties of C(t), the particle exhibits a normal diffusion for q≤1, while for q>1 the non-Gaussian noise induces a ballistic diffusion, i.e., long-time mean square displacement of the free particle reads 〈[x(t)-〈x(t)〉]2〉∞t2.
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