Fractional Brownian Motion Versus the Continuous-Time Random Walk: A Simple Test for Subdiffusive Dynamics

Abstract

Fractional Brownian motion with Hurst index less then 1/2 and continuous-time random walk with heavy tailed waiting times (and the corresponding fractional Fokker-Planck equation) are two different processes that lead to a subdiffusive behavior widespread in complex systems. We propose a simple test, based on the analysis of the so-called p variations, which allows distinguishing between the two models on the basis of one realization of the unknown process. We apply the test to the data of Golding and Cox [Phys. Rev. Lett. 96, 098102 (2006)10.1103/PhysRevLett.96.098102], describing the motion of individual fluorescently labeled mRNA molecules inside live E. coli cells. It is found that the data does not follow heavy tailed continuous-time random walk. The test shows that it is likely that fractional Brownian motion is the underlying process.