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hal.structure.identifierInstituto de Fisica
hal.structure.identifierCentro de Ciencias de la Complejidad
dc.contributor.authorBOYER, Denis
hal.structure.identifierLaboratoire Ondes et Matière d'Aquitaine [LOMA]
dc.contributor.authorDEAN, David S.
hal.structure.identifierLaboratory of Physical Properties
hal.structure.identifierDepartment of Mathematics and Statistics [Helsinki]
dc.contributor.authorMEJIA-MONASTERIO, Carlos
hal.structure.identifierLaboratoire de Physique Théorique de la Matière Condensée [LPTMC]
dc.contributor.authorOSHANIN, Gleb
dc.date.created2013-01-31
dc.date.issued2013
dc.identifier.issn1539-3755
dc.description.abstractEnWe 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.isoen
dc.publisherAmerican Physical Society
dc.subject.enProbability theory
dc.subject.enstochastic processes and statistics
dc.subject.enStochastic analysis methods
dc.subject.enSingle molecule kinetics
dc.subject.enSingle-molecule techniques
dc.title.enErgodic least-squares estimators of the generalize diffusion coefficient for fractional Brownian motion
dc.typeArticle de revue
dc.identifier.doi10.1103/PhysRevE.87.030103
dc.subject.halPhysique [physics]/Matière Condensée [cond-mat]/Mécanique statistique [cond-mat.stat-mech]
dc.subject.halPhysique [physics]/Matière Condensée [cond-mat]/Matière Molle [cond-mat.soft]
dc.identifier.arxiv1301.7638
bordeaux.journalPhysical Review E : Statistical, Nonlinear, and Soft Matter Physics
bordeaux.page030103
bordeaux.volume87
bordeaux.issue3
bordeaux.peerReviewedoui
hal.identifierhal-00820816
hal.version1
hal.popularnon
hal.audienceInternationale
hal.origin.linkhttps://hal.archives-ouvertes.fr//hal-00820816v1
bordeaux.COinSctx_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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