Journal
ENTROPY
Volume 22, Issue 11, Pages -Publisher
MDPI
DOI: 10.3390/e22111317
Keywords
anomalous diffusion; statistical analysis; single-particle tracking; trajectory classification
Categories
Funding
- DFG-NCN [2016/23/G/ST1/04083]
- [NAWA PPN/ULM/2019/1/00087/DEC/1]
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The Laplace distribution of random processes was observed in numerous situations that include glasses, colloidal suspensions, live cells, and firm growth. Its origin is not so trivial as in the case of Gaussian distribution, supported by the central limit theorem. Sums of Laplace distributed random variables are not Laplace distributed. We discovered a new mechanism leading to the Laplace distribution of observable values. This mechanism changes the contribution ratio between a jump and a continuous parts of random processes. Our concept uses properties of Bernstein functions and subordinators connected with them.
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