Ergodic least-squares estimators of the generalize diffusion coefficient for fractional Brownian motion
| hal.structure.identifier | Instituto de Fisica | |
| hal.structure.identifier | Centro de Ciencias de la Complejidad | |
| dc.contributor.author | BOYER, Denis | |
| hal.structure.identifier | Laboratoire Ondes et Matière d'Aquitaine [LOMA] | |
| dc.contributor.author | DEAN, David S. | |
| hal.structure.identifier | Laboratory of Physical Properties | |
| hal.structure.identifier | Department of Mathematics and Statistics [Helsinki] | |
| dc.contributor.author | MEJIA-MONASTERIO, Carlos | |
| hal.structure.identifier | Laboratoire de Physique Théorique de la Matière Condensée [LPTMC] | |
| dc.contributor.author | OSHANIN, Gleb | |
| dc.date.created | 2013-01-31 | |
| dc.date.issued | 2013 | |
| dc.identifier.issn | 1539-3755 | |
| dc.description.abstractEn | We analyze a class of estimators of the generalized diffusion coefficient for fractional Brownian motion Bt of known Hurst index H, based on weighted functionals of the single-time square displacement. We show that for a certain choice of the weight function these functionals possess an ergodic property and thus provide the true ensemble-average generalized diffusion coefficient to any necessary precision from single-trajectory data, but at the expense of a progressively higher experimental resolution. Convergence is fastest around H≃0.30, a value in the subdiffusive regime. | |
| dc.language.iso | en | |
| dc.publisher | American Physical Society | |
| dc.subject.en | Probability theory | |
| dc.subject.en | stochastic processes and statistics | |
| dc.subject.en | Stochastic analysis methods | |
| dc.subject.en | Single molecule kinetics | |
| dc.subject.en | Single-molecule techniques | |
| dc.title.en | Ergodic least-squares estimators of the generalize diffusion coefficient for fractional Brownian motion | |
| dc.type | Article de revue | |
| dc.identifier.doi | 10.1103/PhysRevE.87.030103 | |
| dc.subject.hal | Physique [physics]/Matière Condensée [cond-mat]/Mécanique statistique [cond-mat.stat-mech] | |
| dc.subject.hal | Physique [physics]/Matière Condensée [cond-mat]/Matière Molle [cond-mat.soft] | |
| dc.identifier.arxiv | 1301.7638 | |
| bordeaux.journal | Physical Review E : Statistical, Nonlinear, and Soft Matter Physics | |
| bordeaux.page | 030103 | |
| bordeaux.volume | 87 | |
| bordeaux.issue | 3 | |
| bordeaux.peerReviewed | oui | |
| hal.identifier | hal-00820816 | |
| hal.version | 1 | |
| hal.popular | non | |
| hal.audience | Internationale | |
| hal.origin.link | https://hal.archives-ouvertes.fr//hal-00820816v1 | |
| bordeaux.COinS | ctx_ver=Z39.88-2004&rft_val_fmt=info:ofi/fmt:kev:mtx:journal&rft.jtitle=Physical%20Review%20E%20:%20Statistical,%20Nonlinear,%20and%20Soft%20Matter%20Physics&rft.date=2013&rft.volume=87&rft.issue=3&rft.spage=030103&rft.epage=030103&rft.eissn=1539-3755&rft.issn=1539-3755&rft.au=BOYER,%20Denis&DEAN,%20David%20S.&MEJIA-MONASTERIO,%20Carlos&OSHANIN,%20Gleb&rft.genre=article |
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