Spectral content of a single non-Brownian trajectory

DOI10.1103/PHYSREVX.9.011019arXiv1902.00481WikidataQ128464691 ScholiaQ128464691MaRDI QIDQ6313448FDOQ6313448

Authors: Diego Krapf, N. Lukat, Enzo Marinari, Ralf Metzler, Gleb Oshanin, C. Selhuber-Unkel, Alessio Squarcini, Leopold Stadler, Michael Weiss, Xinran Xu 

Publication date: 1 February 2019

Abstract: Time-dependent processes are often analysed using the power spectral density (PSD), calculated by taking an appropriate Fourier transform of individual trajectories and finding the associated ensemble-average. Frequently, the available experimental data sets are too small for such ensemble averages, and hence it is of a great conceptual and practical importance to understand to which extent relevant information can be gained from $S(f,T)$, the PSD of a single trajectory. Here we focus on the behavior of this random, realization-dependent variable, parametrized by frequency $f$ and observation-time $T$, for a broad family of anomalous diffusions---fractional Brownian motion (fBm) with Hurst-index $H$---and derive exactly its probability density function. We show that $S(f,T)$ is proportional---up to a random numerical factor whose universal distribution we determine---to the ensemble-averaged PSD. For subdiffusion ($H<1/2$) we find that $S(f,T)simA/f^{2H+1}$ with random-amplitude $A$. In sharp contrast, for superdiffusion $(H>1/2)$ $S(f,T)simB{T}^{2H-1}/f^2$ with random amplitude $B$. Remarkably, for $H>1/2$ the PSD exhibits the same frequency-dependence as Brownian motion, a deceptive property that may lead to false conclusions when interpreting experimental data. Notably, for $H>1/2$ the PSD is ageing and is dependent on $T$. Our predictions for both sub- and superdiffusion are confirmed by experiments in live cells and in agarose hydrogels, and by extensive simulations.

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