Probability distribution of the time-averaged mean-square displacement of a Gaussian process

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Abstract

We study the probability distribution of the time-averaged mean-square displacement of a discrete Gaussian process. An empirical approximation for the probability density is suggested and numerically validated for fractional Brownian motion. The optimality of quadratic forms for inferring dynamical and microrheological quantities from individual random trajectories is discussed, with emphasis on a reliable interpretation of single-particle tracking experiments.

Original languageEnglish
Article number031124
JournalPhysical Review E - Statistical, Nonlinear, and Soft Matter Physics
Volume84
Issue number3
DOIs
Publication statusPublished - 21 Sept 2011

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