Hi Camilo,
Your velocity at one time can be correlated with your velocity at another time, if those times are not too far apart. Physically, this must be true at some timescale because the alternative implies infinite forces and accelerations. Behaviorally, this will be true for even longer timescales than what physics dictates because animals move to get from A to B and it takes some time to do that, during which the velocity will be highly correlated. Velocity autocorrelation always exists and the question is whether or not the data are finely sampled enough to detect it.
Here is some code to play with:
# models with the same asymptotic diffusion rate
BM <- ctmm(range=FALSE,tau=Inf,sigma=1)
IOU <- ctmm(range=FALSE,tau=c(Inf,1 %#% 'hr'),sigma=1)
# simulations with same sampling schedule
dt <- 1 %#% 'sec'
t <- seq(0,1 %#% 'hr',dt)
SIM.BM <- simulate(BM,t=t)
SIM.IOU <- simulate(IOU,t=t)
# plot
col <- rgb(1,0,0,0.1)
plot(SIM.BM,col=col)
plot(SIM.IOU,col=col)
and you can see that no matter how fine you make dt, the model without velocity autocorrelation has no persistence of motion, but is fractal in its path.
Best,
Chris