The Asymptotic Distribution of The Pathwise Mean Squared Displacement in Single Particle Tracking Experiments (Q5346580): Difference between revisions

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scientific article; zbMATH DE number 6723251

Language	Label	Description	Also known as
English	The Asymptotic Distribution of The Pathwise Mean Squared Displacement in Single Particle Tracking Experiments	scientific article; zbMATH DE number 6723251

Statements

instance of

scholarly article

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title

The Asymptotic Distribution of The Pathwise Mean Squared Displacement in Single Particle Tracking Experiments (English)

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Journal of Time Series Analysis

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publication date

26 May 2017

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full work available at URL

https://arxiv.org/abs/1507.06567

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zbMATH Keywords

anomalous diffusion

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viscoelastic fluid

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mean squared displacement

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fractional Brownian motion

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fractional Ornstein-Uhlenbeck process

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microrheology

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Rosenblatt distribution

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MaRDI profile type

MaRDI publication profile

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cites work

Testing for the Presence of Self-Similarity of Gaussian Time Series Having Stationary Increments

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Integrated functionals of normal and fractional processes

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Arbitrage in fractional Brownian motion models

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Statistical challenges in microrheology

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The Asymptotic Distribution of The Pathwise Mean Squared Displacement in Single Particle Tracking Experiments

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Asymptotic distributions of the sample mean, autocovariances, and autocorrelations of long-memory time series

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Analysis of short subdiffusive time series: scatter of the time-averaged mean-squared displacement

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Stochastic modeling in nanoscale biophysics: subdiffusion within proteins

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Limit theorems for continuous-time random walks with infinite mean waiting times

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The random walk's guide to anomalous diffusion: A fractional dynamics approach

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CENTRAL LIMIT THEOREM FOR THE LOG-REGRESSION WAVELET ESTIMATION OF THE MEMORY PARAMETER IN THE GAUSSIAN SEMI-PARAMETRIC CONTEXT

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Central and non-central limit theorems for weighted power variations of fractional Brownian motion

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A renormalization group classification of nonstationary and/or infinite second moment diffusive processes

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HERMITE VARIATIONS OF THE FRACTIONAL BROWNIAN SHEET

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Velocity and displacement correlation functions for fractional generalized Langevin equations

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Weak convergence to fractional brownian motion and to the rosenblatt process

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Q2778406

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Properties and numerical evaluation of the Rosenblatt distribution

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Identifiers

zbMATH Open document ID

1370.92039

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DOI

10.1111/jtsa.12208

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:5346580

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@@ Property / OpenAlex ID: W2963208895 / rank @@
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@@ Property / arXiv ID @@
+.06567
@@ Property / arXiv ID: 1507.06567 / rank @@
+Normal rank
@@ Property / cites work @@
+Testing for the Presence of Self-Similarity of Gaussian Time Series Having Stationary Increments
+Normal rank
@@ Property / cites work @@
+Integrated functionals of normal and fractional processes
+Normal rank
@@ Property / cites work @@
+Arbitrage in fractional Brownian motion models
@@ Property / cites work: Arbitrage in fractional Brownian motion models / rank @@
+Normal rank
@@ Property / cites work @@
+Statistical challenges in microrheology
@@ Property / cites work: Statistical challenges in microrheology / rank @@
+Normal rank
@@ Property / cites work @@
+The Asymptotic Distribution of The Pathwise Mean Squared Displacement in Single Particle Tracking Experiments
+Normal rank
@@ Property / cites work @@
+Asymptotic distributions of the sample mean, autocovariances, and autocorrelations of long-memory time series
+Normal rank
@@ Property / cites work @@
+Analysis of short subdiffusive time series: scatter of the time-averaged mean-squared displacement
+Normal rank
@@ Property / cites work @@
+Stochastic modeling in nanoscale biophysics: subdiffusion within proteins
+Normal rank
@@ Property / cites work @@
+Limit theorems for continuous-time random walks with infinite mean waiting times
+Normal rank
@@ Property / cites work @@
+The random walk's guide to anomalous diffusion: A fractional dynamics approach
+Normal rank
@@ Property / cites work @@
+CENTRAL LIMIT THEOREM FOR THE LOG-REGRESSION WAVELET ESTIMATION OF THE MEMORY PARAMETER IN THE GAUSSIAN SEMI-PARAMETRIC CONTEXT
+Normal rank
@@ Property / cites work @@
+Central and non-central limit theorems for weighted power variations of fractional Brownian motion
+Normal rank
@@ Property / cites work @@
+A renormalization group classification of nonstationary and/or infinite second moment diffusive processes
+Normal rank
@@ Property / cites work @@
+HERMITE VARIATIONS OF THE FRACTIONAL BROWNIAN SHEET
+Normal rank
@@ Property / cites work @@
+Velocity and displacement correlation functions for fractional generalized Langevin equations
+Normal rank
@@ Property / cites work @@
+Weak convergence to fractional brownian motion and to the rosenblatt process
+Normal rank
@@ Property / cites work @@
+Q2778406
@@ Property / cites work: Q2778406 / rank @@
+Normal rank
@@ Property / cites work @@
+Properties and numerical evaluation of the Rosenblatt distribution
+Normal rank