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

Denis S. Grebenkov
2011 Physical Review E  
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 singleparticle tracking experiments.
doi:10.1103/physreve.84.031124 pmid:22060345 fatcat:krx7ybtjjnhh7bi7u7nceeau64