130 research outputs found

    Spectral content of a single non-Brownian trajectory

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    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)S(f,T), the PSD of a single trajectory. Here we focus on the behavior of this random, realization-dependent variable, parametrized by frequency ff and observation-time TT, for a broad family of anomalous diffusions---fractional Brownian motion (fBm) with Hurst-index HH---and derive exactly its probability density function. We show that S(f,T)S(f,T) is proportional---up to a random numerical factor whose universal distribution we determine---to the ensemble-averaged PSD. For subdiffusion (H<1/2H<1/2) we find that S(f,T)A/f2H+1S(f,T)\sim A/f^{2H+1} with random-amplitude AA. In sharp contrast, for superdiffusion (H>1/2)(H>1/2) S(f,T)BT2H1/f2S(f,T)\sim BT^{2H-1}/f^2 with random amplitude BB. Remarkably, for H>1/2H>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>1/2H>1/2 the PSD is ageing and is dependent on TT. Our predictions for both sub- and superdiffusion are confirmed by experiments in live cells and in agarose hydrogels, and by extensive simulations.Comment: 13 pages, 5 figures, Supplemental Material can be found at https://journals.aps.org/prx/supplemental/10.1103/PhysRevX.9.011019/prx_SM_final.pd
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