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Anomalous diffusion has been widely observed by single particle tracking microscopy in complex systems such as biological cells. The resulting time series are usually evaluated in terms of time averages. Often anomalous diffusion is connected with non-ergodic behaviour. In such cases the time averages remain random variables and hence irreproducible. Here we present a detailed analysis of the time averaged mean squared displacement for systems governed by anomalous diffusion, considering both unconfined and restricted (corralled) motion. We discuss the behaviour of the time averaged mean squared displacement for two prominent stochastic processes, namely, continuous time random walks and fractional Brownian motion. We also study the distribution of the time averaged mean squared displacement around its ensemble mean, and show that this distribution preserves typical process characteristic even for short time series. Recently, velocity correlation functions were suggested to distinguish between these processes. We here present analytucal expressions for the velocity correlation functions. Knowledge of the results presented here are expected to be relevant for the correct interpretation of single particle trajectory data in complex systems.
We study the spectral properties of $D$-dimensional $N=2$ supersymmetric lattice models. We find systematic departures from the eigenstate thermalization hypothesis (ETH) in the form of a degenerate set of ETH-violating supersymmetric (SUSY) doublets
The problem of biological motion is a very intriguing and topical issue. Many efforts are being focused on the development of novel modeling approaches for the description of anomalous diffusion in biological systems, such as the very complex and het
A local excitation in a quantum many-particle system evolves deterministically. A time-reversal procedure, involving the invertion of the signs of every energy and interaction, should produce an excitation revival: the Loschmidt echo (LE). If somewha
We address this work to investigate some statistical properties of symbolic sequences generated by a numerical procedure in which the symbols are repeated following a power law probability density. In this analysis, we consider that the sum of n symb
The emerging diffusive dynamics in many complex systems shows a characteristic crossover behaviour from anomalous to normal diffusion which is otherwise fitted by two independent power-laws. A prominent example for a subdiffusive-diffusive crossover