The asymptotic distribution of the pathwise mean squared displacement in single particle tracking experiments

DOI10.1111/JTSA.12208zbMATH Open1370.92039arXiv1507.06567OpenAlexW2963208895MaRDI QIDQ5346580FDOQ5346580

Authors: Gustavo Didier, Kui Zhang 

Publication date: 26 May 2017

Published in: Journal of Time Series Analysis (Search for Journal in Brave)

Abstract: Recent advances in light microscopy have spawned new research frontiers in microbiology by working around the diffraction barrier and allowing for the observation of nanometric biological structures. Microrheology is the study of the properties of complex fluids, such as those found in biology, through the dynamics of small embedded particles, typically latex beads. Statistics based on the recorded sample paths are then used by biophysicists to infer rheological properties of the fluid. In the biophysical literature, the main statistic for characterizing diffusivity is the so-named mean squared displacement (MSD) of the tracer particles. Notwithstanding the central role played by the MSD, its asymptotic distribution in different cases has not yet been established. In this paper, we tackle this problem. We take a pathwise approach and assume that the particle movement undergoes a Gaussian, stationary-increment stochastic process. We show that as the sample and the increment lag sizes go to infinity, the MSD displays Gaussian or non-Gaussian limiting distributions, as well as distinct convergence rates, depending on the diffusion exponent parameter. We illustrate our results analytically and computationally based on fractional Brownian motion and the (integrated) fractional Ornstein-Uhlenbeck process.

Full work available at URL: https://arxiv.org/abs/1507.06567

Recommendations

• Fluid heterogeneity detection based on the asymptotic distribution of the time-averaged mean squared displacement in single particle tracking experiments
• Statistical challenges in microrheology
• Measurement error correction in particle tracking microrheology
• The role of ergodicity in anomalous stochastic processes: analysis of single-particle trajectories
• On the wavelet-based simulation of anomalous diffusion

zbMATH Keywords

fractional Brownian motionviscoelastic fluidanomalous diffusionfractional Ornstein-Uhlenbeck processRosenblatt distributionmean squared displacementmicrorheology

Mathematics Subject Classification ID

Applications of statistics to biology and medical sciences; meta analysis (62P10) Fractional processes, including fractional Brownian motion (60G22) Fluid-solid interactions (including aero- and hydro-elasticity, porosity, etc.) (74F10) Physiological flow (92C35) Stochastic methods applied to problems in equilibrium statistical mechanics (82B31)

Cites Work

• Asymptotic distributions of the sample mean, autocovariances, and autocorrelations of long-memory time series
• Title not available (Why is that?)
• Weak convergence to fractional brownian motion and to the rosenblatt process
• Arbitrage in fractional Brownian motion models
• Properties and numerical evaluation of the Rosenblatt distribution
• The random walk's guide to anomalous diffusion: A fractional dynamics approach
• Limit theorems for continuous-time random walks with infinite mean waiting times
• Central and non-central limit theorems for weighted power variations of fractional Brownian motion
• Hermite variations of the fractional Brownian sheet
• Stochastic modeling in nanoscale biophysics: subdiffusion within proteins
• Testing for the presence of self-similarity of Gaussian series having stationary increments
• Velocity and displacement correlation functions for fractional generalized Langevin equations
• Integrated functionals of normal and fractional processes
• CENTRAL LIMIT THEOREM FOR THE LOG-REGRESSION WAVELET ESTIMATION OF THE MEMORY PARAMETER IN THE GAUSSIAN SEMI-PARAMETRIC CONTEXT
• Statistical challenges in microrheology
• A renormalization group classification of nonstationary and/or infinite second moment diffusive processes
• Analysis of short subdiffusive time series: scatter of the time-averaged mean-squared displacement
• The asymptotic distribution of the pathwise mean squared displacement in single particle tracking experiments

Cited In (10)

• Reconstructing complex fluid properties from the behavior of fluctuating immersed particles
• The asymptotic distribution of the pathwise mean squared displacement in single particle tracking experiments
• Asymptotic analysis of the mean squared displacement under fractional memory kernels
• The generalized Langevin equation in harmonic potentials: anomalous diffusion and equipartition of energy
• Statistical challenges in microrheology
• Measurement error correction in particle tracking microrheology
• On the wavelet-based simulation of anomalous diffusion
• Fluid heterogeneity detection based on the asymptotic distribution of the time-averaged mean squared displacement in single particle tracking experiments
• A compressed sensing approach to interpolation of fractional Brownian trajectories for a single particle tracking experiment
• Asymptotic theory for the detection of mixing in anomalous diffusion

This page was built for publication: The asymptotic distribution of the pathwise mean squared displacement in single particle tracking experiments

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5346580)