# Single-trajectory spectral analysis of scaled Brownian motion

## TL;DR

This paper develops a framework for analyzing the spectral properties of scaled Brownian motion from single finite trajectories, revealing how to distinguish it from normal diffusion despite similar spectral signatures.

## Contribution

It introduces a novel single-trajectory spectral analysis method for scaled Brownian motion, highlighting the aging effect to identify anomalous diffusion.

## Key findings

- Single-trajectory PSD matches that of standard Brownian motion in frequency dependence.
- Explicit dependence on measurement time T reveals anomalous diffusion exponent.
- Comparison with fractional Brownian motion shows both similarities and differences.

## Abstract

A standard approach to study time-dependent stochastic processes is the power spectral density (PSD), an ensemble-averaged property defined as the Fourier transform of the autocorrelation function of the process in the asymptotic limit of long observation times, $T\to\infty$. In many experimental situations one is able to garner only relatively few stochastic time series of finite $T$, such that practically neither an ensemble average nor the asymptotic limit $T\to\infty$ can be achieved. To accommodate for a meaningful analysis of such finite-length data we here develop the framework of single-trajectory spectral analysis for one of the standard models of anomalous diffusion, scaled Brownian motion. We demonstrate that the frequency dependence of the single-trajectory PSD is exactly the same as for standard Brownian motion, which may lead one to the erroneous conclusion that the observed motion is normal-diffusive. However, a distinctive feature is shown to be provided by the explicit dependence on the measurement time $T$, and this ageing phenomenon can be used to deduce the anomalous diffusion exponent. We also compare our results to the single-trajectory PSD behaviour of another standard anomalous diffusion process, fractional Brownian motion, and work out the commonalities and differences. Our results represent an important step in establishing single-trajectory PSDs as an alternative (or complement) to analyses based on the time-averaged mean squared displacement.