Statistical test for anomalous diffusion based on empirical anomaly measure for Gaussian processes

Conditional Entropic Approach to Nonequilibrium Complex Systems with Weak Fluctuation Correlation

A conditional entropic approach is discussed for nonequilibrium complex systems with a weak correlation between spatiotemporally fluctuating quantities on a large time scale. The weak correlation is found to constitute the fluctuation distribution that maximizes the entropy associated with the conditional fluctuations. The approach is illustrated in diffusion phenomenon of proteins inside bacteria. A further possible illustration is also presented for membraneless organelles in embryos and beads in cell extracts, which share common natures of fluctuations in their diffusion.

Multifractional Brownian motion characterization based on Hurst exponent estimation and statistical learning

This paper proposes an approach for the estimation of a time-varying Hurst exponent to allow accurate identification of multifractional Brownian motion (MFBM). The contribution provides a prescription for how to deal with the MFBM measurement data to solve regression and classification problems. Theoretical studies are supplemented with computer simulations and real-world examples. Those prove that the procedure proposed in this paper outperforms the best-in-class algorithm.