Calculate the mean square displacement of the fBM model.

Source: R/fbm_msd.R

Calculate the mean square displacement of the fBM model.

fbm_msd(t, alpha)

Arguments

t

Vector of timepoints at which to calculate the MSD.

alpha

Subdiffusion exponent. A scalar between 0 and 2.

Value

Vector of MSD values the same length as t.

Details

If X_t is an fBM process, then

msd_X(t) = t^alpha.