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1.
Chaos ; 34(4)2024 Apr 01.
Article in English | MEDLINE | ID: mdl-38619250

ABSTRACT

We point out a minor mistake in Fig. 10 in the published version of our paper [M. Balcerek et al., Chaos 32, 093114 (2022)]. The conclusions drawn from the illustration remain the same.

2.
Chaos ; 32(9): 093114, 2022 Sep.
Article in English | MEDLINE | ID: mdl-36182362

ABSTRACT

Fractional Brownian motion, a Gaussian non-Markovian self-similar process with stationary long-correlated increments, has been identified to give rise to the anomalous diffusion behavior in a great variety of physical systems. The correlation and diffusion properties of this random motion are fully characterized by its index of self-similarity or the Hurst exponent. However, recent single-particle tracking experiments in biological cells revealed highly complicated anomalous diffusion phenomena that cannot be attributed to a class of self-similar random processes. Inspired by these observations, we here study the process that preserves the properties of the fractional Brownian motion at a single trajectory level; however, the Hurst index randomly changes from trajectory to trajectory. We provide a general mathematical framework for analytical, numerical, and statistical analysis of the fractional Brownian motion with the random Hurst exponent. The explicit formulas for probability density function, mean-squared displacement, and autocovariance function of the increments are presented for three generic distributions of the Hurst exponent, namely, two-point, uniform, and beta distributions. The important features of the process studied here are accelerating diffusion and persistence transition, which we demonstrate analytically and numerically.


Subject(s)
Diffusion , Motion , Normal Distribution
3.
Chaos ; 31(11): 113124, 2021 Nov.
Article in English | MEDLINE | ID: mdl-34881585

ABSTRACT

In this paper, we introduce two tempered linear and non-linear time series models, namely, an autoregressive tempered fractionally integrated moving average (ARTFIMA) with α-stable noise and ARTFIMA with generalized autoregressive conditional heteroskedasticity (GARCH) noise (ARTFIMA-GARCH). We provide estimation procedures for the processes and explain the connection between ARTFIMA and their tempered continuous-time counterparts. Next, we demonstrate an application of the processes to modeling of heavy-tailed data from solar flare soft x-ray emissions. To this end, we study the solar flare data during a period of solar minimum, which occurred most recently in July, August, and September 2017. We use a two-state hidden Markov model to classify the data into two states (lower and higher activity) and to extract stationary trajectories. We do an end-to-end analysis and modeling of the solar flare data using both ARTFIMA and ARTFIMA-GARCH models and their non-tempered counterparts. We show through visual inspection and statistical tests that the ARTFIMA and ARTFIMA-GARCH models describe the data better than the ARFIMA and ARFIMA-GARCH, especially in the second state, which justifies that tempered processes can serve as the state-of-the-art approach to model signals originating from a power-law source with long memory effects.

4.
Chaos ; 31(6): 063101, 2021 Jun.
Article in English | MEDLINE | ID: mdl-34241327

ABSTRACT

Gaussian processes are powerful tools for modeling and predicting various numerical data. Hence, checking their quality of fit becomes a vital issue. In this article, we introduce a testing methodology for general Gaussian processes based on a quadratic form statistic. We illustrate the methodology on three statistical tests recently introduced in the literature, which are based on the sample autocovariance function, time average mean-squared displacement, and detrended moving average statistics. We compare the usefulness of the tests by taking into consideration three very important Gaussian processes: the fractional Brownian motion, which is self-similar with stationary increments (SSSIs), scaled Brownian motion, which is self-similar with independent increments (SSIIs), and the Ornstein-Uhlenbeck (OU) process, which is stationary. We show that the considered statistics' ability to distinguish between these Gaussian processes is high, and we identify the best performing tests for different scenarios. We also find that there is no omnibus quadratic form test; however, the detrended moving average test seems to be the first choice in distinguishing between same processes with different parameters. We also show that the detrended moving average method outperforms the Cholesky method. Based on the previous findings, we introduce a novel procedure of discriminating between Gaussian SSSI, SSII, and stationary processes. Finally, we illustrate the proposed procedure by applying it to real-world data, namely, the daily EURUSD currency exchange rates, and show that the data can be modeled by the OU process.

5.
Entropy (Basel) ; 22(12)2020 Dec 12.
Article in English | MEDLINE | ID: mdl-33322676

ABSTRACT

Fractional Brownian motion (FBM) is a generalization of the classical Brownian motion. Most of its statistical properties are characterized by the self-similarity (Hurst) index 0

6.
PLoS One ; 15(6): e0233901, 2020.
Article in English | MEDLINE | ID: mdl-32525893

ABSTRACT

Statistical inference in the form of hypothesis tests and confidence intervals often assumes that the underlying distribution is normal. Similarly, many signal processing techniques rely on the assumption that a stationary time series is normal. As a result, a number of tests have been proposed in the literature for detecting departures from normality. In this article we develop a novel approach to the problem of testing normality by constructing a statistical test based on the Edgeworth expansion, which approximates a probability distribution in terms of its cumulants. By modifying one term of the expansion, we define a test statistic which includes information on the first four moments. We perform a comparison of the proposed test with existing tests for normality by analyzing different platykurtic and leptokurtic distributions including generalized Gaussian, mixed Gaussian, α-stable and Student's t distributions. We show for some considered sample sizes that the proposed test is superior in terms of power for the platykurtic distributions whereas for the leptokurtic ones it is close to the best tests like those of D'Agostino-Pearson, Jarque-Bera and Shapiro-Wilk. Finally, we study two real data examples which illustrate the efficacy of the proposed test.

7.
Phys Rev E ; 99(1-1): 012101, 2019 Jan.
Article in English | MEDLINE | ID: mdl-30780283

ABSTRACT

In this paper we show that an autoregressive fractionally integrated moving average time-series model can identify two types of motion of membrane proteins on the surface of mammalian cells. Specifically we analyze the motion of the voltage-gated sodium channel Nav1.6 and beta-2 adrenergic receptors. We find that the autoregressive (AR) part models well the confined dynamics whereas the fractionally integrated moving average (FIMA) model describes the nonconfined periods of the trajectories. Since the Ornstein-Uhlenbeck process is a continuous counterpart of the AR model, we are also able to calculate its physical parameters and show their biological relevance. The fitted FIMA and AR parameters show marked differences in the dynamics of the two studied molecules.


Subject(s)
Cell Membrane/metabolism , Models, Biological , Movement , Diffusion , Kinetics , NAV1.6 Voltage-Gated Sodium Channel/metabolism , Receptors, Adrenergic, beta-2/metabolism
8.
Phys Chem Chem Phys ; 21(6): 3114-3121, 2019 Feb 06.
Article in English | MEDLINE | ID: mdl-30672913

ABSTRACT

Single particle tracking experiments have recently uncovered that the motion of cell membrane components can undergo changes of diffusivity as a result of the heterogeneous environment, producing subdiffusion and nonergodic behavior. In this paper, we show that an autoregressive fractionally integrated moving average (ARFIMA) with noise given by generalized autoregressive conditional heteroscedasticity (GARCH) can describe inhomogeneous diffusion in the cell membrane, where the ARFIMA process models anomalous diffusion and the GARCH process explains a fluctuating diffusion parameter.


Subject(s)
Cell Membrane/metabolism , Models, Biological , Receptors, Cell Surface/metabolism , Diffusion , Normal Distribution , Receptors, Cell Surface/chemistry
9.
Nature ; 550(7677): 543-547, 2017 10 26.
Article in English | MEDLINE | ID: mdl-29045395

ABSTRACT

G-protein-coupled receptors mediate the biological effects of many hormones and neurotransmitters and are important pharmacological targets. They transmit their signals to the cell interior by interacting with G proteins. However, it is unclear how receptors and G proteins meet, interact and couple. Here we analyse the concerted motion of G-protein-coupled receptors and G proteins on the plasma membrane and provide a quantitative model that reveals the key factors that underlie the high spatiotemporal complexity of their interactions. Using two-colour, single-molecule imaging we visualize interactions between individual receptors and G proteins at the surface of living cells. Under basal conditions, receptors and G proteins form activity-dependent complexes that last for around one second. Agonists specifically regulate the kinetics of receptor-G protein interactions, mainly by increasing their association rate. We find hot spots on the plasma membrane, at least partially defined by the cytoskeleton and clathrin-coated pits, in which receptors and G proteins are confined and preferentially couple. Imaging with the nanobody Nb37 suggests that signalling by G-protein-coupled receptors occurs preferentially at these hot spots. These findings shed new light on the dynamic interactions that control G-protein-coupled receptor signalling.


Subject(s)
Cell Membrane/metabolism , Heterotrimeric GTP-Binding Proteins/metabolism , Receptors, Adrenergic/metabolism , Single Molecule Imaging , Animals , Cell Membrane/chemistry , Cell Survival , Clathrin/metabolism , Coated Pits, Cell-Membrane/chemistry , Coated Pits, Cell-Membrane/metabolism , Color , Cytoskeleton/metabolism , Diffusion , Human Umbilical Vein Endothelial Cells , Humans , Kinetics , Mice , Movement , Signal Transduction
10.
Sci Rep ; 7(1): 5404, 2017 07 14.
Article in English | MEDLINE | ID: mdl-28710444

ABSTRACT

Stochastic motion on the surface of living cells is critical to promote molecular encounters that are necessary for multiple cellular processes. Often the complexity of the cell membranes leads to anomalous diffusion, which under certain conditions it is accompanied by non-ergodic dynamics. Here, we unravel two manifestations of ergodicity breaking in the dynamics of membrane proteins in the somatic surface of hippocampal neurons. Three different tagged molecules are studied on the surface of the soma: the voltage-gated potassium and sodium channels Kv1.4 and Nav1.6 and the glycoprotein CD4. In these three molecules ergodicity breaking is unveiled by the confidence interval of the mean square displacement and by the dynamical functional estimator. Ergodicity breaking is found to take place due to transient confinement effects since the molecules alternate between free diffusion and confined motion.


Subject(s)
Cell Membrane/metabolism , Hippocampus/cytology , Membrane Proteins/metabolism , Neurons/metabolism , Algorithms , Animals , CD4 Antigens/metabolism , Cells, Cultured , Diffusion , Kv1.4 Potassium Channel/metabolism , Models, Neurological , Motion , NAV1.6 Voltage-Gated Sodium Channel/metabolism , Neurons/cytology , Rats , Stochastic Processes
11.
Phys Rev E ; 95(3-1): 032110, 2017 Mar.
Article in English | MEDLINE | ID: mdl-28415337

ABSTRACT

Anomalous diffusion in crowded fluids, e.g., in cytoplasm of living cells, is a frequent phenomenon. A common tool by which the anomalous diffusion of a single particle can be classified is the time-averaged mean square displacement (TAMSD). A classical mechanism leading to the anomalous diffusion is the fractional Brownian motion (FBM). A validation of such process for single-particle tracking data is of great interest for experimentalists. In this paper we propose a rigorous statistical test for FBM based on TAMSD. To this end we analyze the distribution of the TAMSD statistic, which is given by the generalized chi-squared distribution. Next, we study the power of the test by means of Monte Carlo simulations. We show that the test is very sensitive for changes of the Hurst parameter. Moreover, it can easily distinguish between two models of subdiffusion: FBM and continuous-time random walk.

12.
PLoS One ; 10(12): e0145604, 2015.
Article in English | MEDLINE | ID: mdl-26698863

ABSTRACT

In this paper we propose an algorithm to distinguish between light- and heavy-tailed probability laws underlying random datasets. The idea of the algorithm, which is visual and easy to implement, is to check whether the underlying law belongs to the domain of attraction of the Gaussian or non-Gaussian stable distribution by examining its rate of convergence. The method allows to discriminate between stable and various non-stable distributions. The test allows to differentiate between distributions, which appear the same according to standard Kolmogorov-Smirnov test. In particular, it helps to distinguish between stable and Student's t probability laws as well as between the stable and tempered stable, the cases which are considered in the literature as very cumbersome. Finally, we illustrate the procedure on plasma data to identify cases with so-called L-H transition.


Subject(s)
Algorithms , Models, Theoretical , Normal Distribution , Humans , Probability
13.
Biophys J ; 109(7): 1454-62, 2015 Oct 06.
Article in English | MEDLINE | ID: mdl-26445446

ABSTRACT

Internal organization and dynamics of the eukaryotic nucleus have been at the front of biophysical research in recent years. It is believed that both dynamics and location of chromatin segments are crucial for genetic regulation. Here we study the relative motion between centromeres and telomeres at various distances and at times relevant for genetic activity. Using live-imaging fluorescent microscopy coupled to stochastic analysis of relative trajectories, we find that the interlocus motion is distance-dependent with a varying fractional memory. In addition to short-range constraining, we also observe long-range anisotropic-enhanced parallel diffusion, which contradicts the expectation for classic viscoelastic systems. This motion is linked to uniform expansion and contraction of chromatin in the nucleus, and leads us to define and measure a new (to our knowledge) uniform contraction-expansion diffusion coefficient that enriches the contemporary picture of nuclear behavior. Finally, differences between loci types suggest that different sites along the genome experience distinctive coupling to the nucleoplasm environment at all scales.


Subject(s)
Centromere/metabolism , Motion , Telomere/metabolism , Anisotropy , Cell Line, Tumor , Cell Nucleus/metabolism , Cell Nucleus Size/physiology , Computer Simulation , Diffusion , Humans , Microscopy, Confocal , Microscopy, Fluorescence , Models, Biological , Stochastic Processes , Time , Video Recording , Viscoelastic Substances/metabolism
14.
Sci Rep ; 5: 11306, 2015 Jun 11.
Article in English | MEDLINE | ID: mdl-26065707

ABSTRACT

Accurately characterizing the anomalous diffusion of a tracer particle has become a central issue in biophysics. However, measurement errors raise difficulty in the characterization of single trajectories, which is usually performed through the time-averaged mean square displacement (TAMSD). In this paper, we study a fractionally integrated moving average (FIMA) process as an appropriate model for anomalous diffusion data with measurement errors. We compare FIMA and traditional TAMSD estimators for the anomalous diffusion exponent. The ability of the FIMA framework to characterize dynamics in a wide range of anomalous exponents and noise levels through the simulation of a toy model (fractional Brownian motion disturbed by Gaussian white noise) is discussed. Comparison to the TAMSD technique, shows that FIMA estimation is superior in many scenarios. This is expected to enable new measurement regimes for single particle tracking (SPT) experiments even in the presence of high measurement errors.


Subject(s)
Models, Theoretical
15.
PLoS One ; 10(2): e0117722, 2015.
Article in English | MEDLINE | ID: mdl-25680069

ABSTRACT

Single particle tracking is an essential tool in the study of complex systems and biophysics and it is commonly analyzed by the time-averaged mean square displacement (MSD) of the diffusive trajectories. However, past work has shown that MSDs are susceptible to significant errors and biases, preventing the comparison and assessment of experimental studies. Here, we attempt to extract practical guidelines for the estimation of anomalous time averaged MSDs through the simulation of multiple scenarios with fractional Brownian motion as a representative of a large class of fractional ergodic processes. We extract the precision and accuracy of the fitted MSD for various anomalous exponents and measurement errors with respect to measurement length and maximum time lags. Based on the calculated precision maps, we present guidelines to improve accuracy in single particle studies. Importantly, we find that in some experimental conditions, the time averaged MSD should not be used as an estimator.


Subject(s)
Models, Theoretical , Algorithms
16.
Biophys J ; 103(9): 1839-47, 2012 Nov 07.
Article in English | MEDLINE | ID: mdl-23199912

ABSTRACT

We present a systematic statistical analysis of the recently measured individual trajectories of fluorescently labeled telomeres in the nucleus of living human cells. The experiments were performed in the U2OS cancer cell line. We propose an algorithm for identification of the telomere motion. By expanding the previously published data set, we are able to explore the dynamics in six time orders, a task not possible earlier. As a result, we establish a rigorous mathematical characterization of the stochastic process and identify the basic mathematical mechanisms behind the telomere motion. We find that the increments of the motion are stationary, Gaussian, ergodic, and even more chaotic--mixing. Moreover, the obtained memory parameter estimates, as well as the ensemble average mean square displacement reveal subdiffusive behavior at all time spans. All these findings statistically prove a fractional Brownian motion for the telomere trajectories, which is confirmed by a generalized p-variation test. Taking into account the biophysical nature of telomeres as monomers in the chromatin chain, we suggest polymer dynamics as a sufficient framework for their motion with no influence of other models. In addition, these results shed light on other studies of telomere motion and the alternative telomere lengthening mechanism. We hope that identification of these mechanisms will allow the development of a proper physical and biological model for telomere subdynamics. This array of tests can be easily implemented to other data sets to enable quick and accurate analysis of their statistical characteristics.


Subject(s)
Algorithms , Telomere/metabolism , Cell Line, Tumor , Cell Nucleus/metabolism , Green Fluorescent Proteins/genetics , Green Fluorescent Proteins/metabolism , Humans , Motion , Movement , Recombinant Fusion Proteins/genetics , Recombinant Fusion Proteins/metabolism , Stochastic Processes , Telomere/chemistry , Telomeric Repeat Binding Protein 1/genetics , Telomeric Repeat Binding Protein 1/metabolism
17.
Phys Rev E Stat Nonlin Soft Matter Phys ; 86(4 Pt 1): 041912, 2012 Oct.
Article in English | MEDLINE | ID: mdl-23214620

ABSTRACT

We show how to use a fractional autoregressive integrated moving average (FARIMA) model to a statistical analysis of the subdiffusive dynamics. The discrete time FARIMA(1,d,1) model is applied in this paper to the random motion of an individual fluorescently labeled mRNA molecule inside live E. coli cells in the experiment described in detail by Golding and Cox [Phys. Rev. Lett. 96, 098102 (2006)] as well as to the motion of fluorescently labeled telomeres in the nucleus of live human cells (U2OS cancer) in the experiment performed by Bronstein et al. [Phys. Rev. Lett. 103, 018102 (2009)]. It is found that only the memory parameter d of the FARIMA model completely detects an anomalous dynamics of the experimental data in both cases independently of the observed distribution of random noises.


Subject(s)
Biophysics/methods , Algorithms , Bacterial Proteins/chemistry , Cell Line, Tumor , Computer Simulation , Diffusion , Elasticity , Escherichia coli/metabolism , Humans , Models, Statistical , Normal Distribution , RNA, Messenger/metabolism , Regression Analysis , Software , Telomere , Viscosity
18.
Phys Rev E Stat Nonlin Soft Matter Phys ; 85(5 Pt 2): 056711, 2012 May.
Article in English | MEDLINE | ID: mdl-23004907

ABSTRACT

We address the problem of recognizing α-stable Lévy distribution with Lévy index close to 2 from experimental data. We are interested in the case when the sample size of available data is not large, thus the power law asymptotics of the distribution is not clearly detectable, and the shape of the empirical probability density function is close to a Gaussian. We propose a testing procedure combining a simple visual test based on empirical fourth moment with the Anderson-Darling and Jarque-Bera statistical tests and we check the efficiency of the method on simulated data. Furthermore, we apply our method to the analysis of turbulent plasma density and potential fluctuations measured in the stellarator-type fusion device and demonstrate that the phenomenon of the L-H transition from low confinement, L mode, to a high confinement, H mode, which occurs in this device is accompanied by the transition from Lévy to Gaussian fluctuation statistics.

19.
Phys Rev E Stat Nonlin Soft Matter Phys ; 82(2 Pt 1): 021130, 2010 Aug.
Article in English | MEDLINE | ID: mdl-20866798

ABSTRACT

We show in this paper that the sample (time average) mean-squared displacement (MSD) of the fractional Lévy α -stable motion behaves very differently from the corresponding ensemble average (second moment). While the ensemble average MSD diverges for α<2 , the sample MSD may exhibit either subdiffusion, normal diffusion, or superdiffusion. Thus, H -self-similar Lévy stable processes can model either a subdiffusive, diffusive or superdiffusive dynamics in the sense of sample MSD. We show that the character of the process is controlled by a sign of the memory parameter d=H-1/α . We also introduce a sample p -variation dynamics test which allows to distinguish between two models of subdiffusive dynamics. Finally, we illustrate a subdiffusive behavior of the fractional Lévy stable motion on biological data describing the motion of individual fluorescently labeled mRNA molecules inside live E. coli cells, but it may concern many other fields of contemporary experimental physics.


Subject(s)
Algorithms , Diffusion , Models, Chemical , Computer Simulation , Motion
20.
Phys Rev Lett ; 103(18): 180602, 2009 Oct 30.
Article in English | MEDLINE | ID: mdl-19905793

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.

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