Statistical analysis of superstatistical fractional Brownian motion and applications

Recent advances in experimental techniques for complex systems and the corresponding theoretical findings show that in many cases random parametrization of the diffusion coefficients gives adequate descriptions of the observed fractional dynamics. In this paper we introduce two statistical methods which can be effectively applied to analyze and estimate parameters of superstatistical fractional Brownian motion with random scale parameter. The first method is based on the analysis of the increments of the process, the second one takes advantage of the variation of the trajectories of the process. We prove the effectiveness of the methods using simulated data. Also, we apply it to the experimental data describing random motion of individual molecules inside the cell of E.coli. We show that fractional Brownian motion with Weibull-distributed diffusion coefficient gives adequate description of this experimental data.