The Asymptotic Distribution of The Pathwise Mean Squared Displacement in Single Particle Tracking Experiments
DOI10.1111/jtsa.12208zbMath1370.92039arXiv1507.06567MaRDI QIDQ5346580
Publication date: 26 May 2017
Published in: Journal of Time Series Analysis (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1507.06567
fractional Brownian motion; viscoelastic fluid; anomalous diffusion; fractional Ornstein-Uhlenbeck process; Rosenblatt distribution; mean squared displacement; microrheology
62P10: Applications of statistics to biology and medical sciences; meta analysis
60G22: Fractional processes, including fractional Brownian motion
74F10: Fluid-solid interactions (including aero- and hydro-elasticity, porosity, etc.)
82B31: Stochastic methods applied to problems in equilibrium statistical mechanics
92C35: Physiological flow
Related Items
Cites Work
- Unnamed Item
- Properties and numerical evaluation of the Rosenblatt distribution
- Central and non-central limit theorems for weighted power variations of fractional Brownian motion
- Integrated functionals of normal and fractional processes
- Arbitrage in fractional Brownian motion models
- Asymptotic distributions of the sample mean, autocovariances, and autocorrelations of long-memory time series
- Stochastic modeling in nanoscale biophysics: subdiffusion within proteins
- A renormalization group classification of nonstationary and/or infinite second moment diffusive processes
- Testing for the Presence of Self-Similarity of Gaussian Time Series Having Stationary Increments
- Velocity and displacement correlation functions for fractional generalized Langevin equations
- HERMITE VARIATIONS OF THE FRACTIONAL BROWNIAN SHEET
- CENTRAL LIMIT THEOREM FOR THE LOG-REGRESSION WAVELET ESTIMATION OF THE MEMORY PARAMETER IN THE GAUSSIAN SEMI-PARAMETRIC CONTEXT
- Analysis of short subdiffusive time series: scatter of the time-averaged mean-squared displacement
- Weak convergence to fractional brownian motion and to the rosenblatt process
- Limit theorems for continuous-time random walks with infinite mean waiting times
- The Asymptotic Distribution of The Pathwise Mean Squared Displacement in Single Particle Tracking Experiments
- Statistical challenges in microrheology
- The random walk's guide to anomalous diffusion: A fractional dynamics approach