The characteristics of atomic displacements during surface diffusion of Cu on Cu͑111͒ are studied by means of molecular dynamics simulations. It is found that even at very low substrate temperatures, the majority of the jumps are correlated, i.e., the displacement directions are not randomly chosen but rather keep some sort of memory from the previous moves and are influenced by them. Long jumps, spanning several surface unit cells, are observed at all temperatures. From an analysis of their length probability distribution information can be obtained about the mechanisms of friction and energy transfer between the diffusing adatom and the substrate. Both long jumps and recrossings ͑displacements in which the adatom moves back and forth between two adjacent adsorption sites͒ appear with a higher activation energy than normal diffusion. Finally, the influence of the instantaneous atomic configuration of the substrate on the adatom's trajectory is also highlighted.