@article{CherstvyVinodAghionetal.2017,
  author    = {Cherstvy, Andrey G. and Vinod, Deepak and Aghion, Erez and Chechkin, Aleksei V. and Metzler, Ralf},
  title     = {Time averaging, ageing and delay analysis of financial time series},
  series = {New journal of physics},
  volume    = {19},
  journal   = {New journal of physics},
  publisher = {IOP},
  address   = {London},
  issn      = {1367-2630},
  doi       = {10.1088/1367-2630/aa7199},
  pages     = {1 -- 11},
  year      = {2017},
  abstract  = {We introduce three strategies for the analysis of financial time series based on time averaged observables. These comprise the time averaged mean squared displacement (MSD) as well as the ageing and delay time methods for varying fractions of the financial time series. We explore these concepts via statistical analysis of historic time series for several Dow Jones Industrial indices for the period from the 1960s to 2015. Remarkably, we discover a simple universal law for the delay time averaged MSD. The observed features of the financial time series dynamics agree well with our analytical results for the time averaged measurables for geometric Brownian motion, underlying the famed Black-Scholes-Merton model. The concepts we promote here are shown to be useful for financial data analysis and enable one to unveil new universal features of stock market dynamics.},
  language  = {en}
}
@article{SchwarzlGodecMetzler2017,
  author    = {Schwarzl, Maria and Godec, Aljaž and Metzler, Ralf},
  title     = {Quantifying non-ergodicity of anomalous diffusion with higher order moments},
  series = {Scientific reports},
  volume    = {7},
  journal   = {Scientific reports},
  publisher = {Macmillan Publishers Limited},
  address   = {London},
  doi       = {10.1038/s41598-017-03712-x},
  pages     = {18},
  year      = {2017},
  abstract  = {Anomalous diffusion is being discovered in a fast growing number of systems. The exact nature of this anomalous diffusion provides important information on the physical laws governing the studied system. One of the central properties analysed for finite particle motion time series is the intrinsic variability of the apparent diffusivity, typically quantified by the ergodicity breaking parameter EB. Here we demonstrate that frequently EB is insufficient to provide a meaningful measure for the observed variability of the data. Instead, important additional information is provided by the higher order moments entering by the skewness and kurtosis. We analyse these quantities for three popular anomalous diffusion models. In particular, we find that even for the Gaussian fractional Brownian motion a significant skewness in the results of physical measurements occurs and needs to be taken into account. Interestingly, the kurtosis and skewness may also provide sensitive estimates of the anomalous diffusion exponent underlying the data. We also derive a new result for the EB parameter of fractional Brownian motion valid for the whole range of the anomalous diffusion parameter. Our results are important for the analysis of anomalous diffusion but also provide new insights into the theory of anomalous stochastic processes.},
  language  = {en}
}
@misc{GudowskaNowakLindenbergMetzler2017,
  author    = {Gudowska-Nowak, Ewa and Lindenberg, Katja and Metzler, Ralf},
  title     = {Preface: Marian Smoluchowski's 1916 paper—a century of inspiration},
  series = {Journal of physics : A, Mathematical and theoretical},
  volume    = {50},
  journal   = {Journal of physics : A, Mathematical and theoretical},
  number    = {38},
  publisher = {IOP Publ. Ltd.},
  address   = {Bristol},
  issn      = {1751-8113},
  doi       = {10.1088/1751-8121/aa8529},
  pages     = {8},
  year      = {2017},
  language  = {en}
}
@misc{NorregaardMetzlerRitteretal.2017,
  author    = {Norregaard, Kamilla and Metzler, Ralf and Ritter, Christine M. and Berg-Sorensen, Kirstine and Oddershede, Lene Broeng},
  title     = {Manipulation and Motion of Organelles and Single Molecules in Living Cells},
  series = {Chemical reviews},
  volume    = {117},
  journal   = {Chemical reviews},
  number    = {5},
  publisher = {American Chemical Society},
  address   = {Washington},
  issn      = {0009-2665},
  doi       = {10.1021/acs.chemrev.6b00638},
  pages     = {4342 -- 4375},
  year      = {2017},
  abstract  = {The biomolecule is among the most important building blocks of biological systems, and a full understanding of its function forms the scaffold for describing the mechanisms of higher order structures as organelles and cells. Force is a fundamental regulatory mechanism of biomolecular interactions driving many cellular processes. The forces on a molecular scale are exactly in the range that can be manipulated and probed with single molecule force spectroscopy. The natural environment of a biomolecule is inside a living cell, hence, this is the most relevant environment for probing their function. In vivo studies are, however, challenged by the complexity of the cell. In this review, we start with presenting relevant theoretical tools for analyzing single molecule data obtained in intracellular environments followed by a description of state-of-the art visualization techniques. The most commonly used force spectroscopy techniques, namely optical tweezers, magnetic tweezers, and atomic force microscopy, are described in detail, and their strength and limitations related to in vivo experiments are discussed. Finally, recent exciting discoveries within the field of in vivo manipulation and dynamics of single molecule and organelles are reviewed.},
  language  = {en}
}
@misc{Metzler2017,
  author    = {Metzler, Ralf},
  title     = {Gaussianity Fair},
  series = {Biophysical journal},
  volume    = {112},
  journal   = {Biophysical journal},
  number    = {3},
  publisher = {Cell Press},
  address   = {Cambridge},
  issn      = {0006-3495},
  doi       = {10.1016/j.bpj.2016.12.019},
  pages     = {413 -- 415},
  year      = {2017},
  language  = {en}
}
@article{GodecMetzler2017,
  author    = {Godec, Aljaž and Metzler, Ralf},
  title     = {First passage time statistics for two-channel diffusion},
  series = {Journal of physics : A, Mathematical and theoretical},
  volume    = {50},
  journal   = {Journal of physics : A, Mathematical and theoretical},
  number    = {8},
  publisher = {IOP Publ. Ltd.},
  address   = {Bristol},
  issn      = {1751-8113},
  doi       = {10.1088/1751-8121/aa5204},
  pages     = {17},
  year      = {2017},
  abstract  = {We present rigorous results for the mean first passage time and first passage time statistics for two-channel Markov additive diffusion in a 3-dimensional spherical domain. Inspired by biophysical examples we assume that the particle can only recognise the target in one of the modes, which is shown to effect a non-trivial first passage behaviour. We also address the scenario of intermittent immobilisation. In both cases we prove that despite the perfectly non-recurrent motion of two-channel Markov additive diffusion in 3 dimensions the first passage statistics at long times do not display Poisson-like behaviour if none of the phases has a vanishing diffusion coefficient. This stands in stark contrast to the standard (one-channel) Markov diffusion counterpart. We also discuss the relevance of our results in the context of cellular signalling.},
  language  = {en}
}
@article{LiuCherstvyMetzler2017,
  author    = {Liu, Lin and Cherstvy, Andrey G. and Metzler, Ralf},
  title     = {Facilitated Diffusion of Transcription Factor Proteins with Anomalous Bulk Diffusion},
  series = {The journal of physical chemistry : B, Condensed matter, materials, surfaces, interfaces \& biophysical chemistry},
  volume    = {121},
  journal   = {The journal of physical chemistry : B, Condensed matter, materials, surfaces, interfaces \& biophysical chemistry},
  publisher = {American Chemical Society},
  address   = {Washington},
  issn      = {1520-6106},
  doi       = {10.1021/acs.jpcb.6b12413},
  pages     = {1284 -- 1289},
  year      = {2017},
  abstract  = {What are the physical laws of the diffusive search of proteins for their specific binding sites on DNA in the presence of the macromolecular crowding in cells? We performed extensive computer simulations to elucidate the protein target search on DNA. The novel feature is the viscoelastic non-Brownian protein bulk diffusion recently observed experimentally. We examine the influence of the protein-DNA binding affinity and the anomalous diffusion exponent on the target search time. In all cases an optimal search time is found. The relative contribution of intermittent three-dimensional bulk diffusion and one-dimensional sliding of proteins along the DNA is quantified. Our results are discussed in the light of recent single molecule tracking experiments, aiming at a better understanding of the influence of anomalous kinetics of proteins on the facilitated diffusion mechanism.},
  language  = {en}
}
@article{GrebenkovMetzlerOshanin2017,
  author    = {Grebenkov, Denis S. and Metzler, Ralf and Oshanin, Gleb},
  title     = {Effects of the target aspect ratio and intrinsic reactivity onto diffusive search in bounded domains},
  series = {New journal of physics},
  volume    = {19},
  journal   = {New journal of physics},
  publisher = {IOP},
  address   = {London},
  issn      = {1367-2630},
  doi       = {10.1088/1367-2630/aa8ed9},
  pages     = {1 -- 11},
  year      = {2017},
  abstract  = {Westudy the mean first passage time (MFPT) to a reaction event on a specific site in a cylindrical geometry—characteristic, for instance, for bacterial cells, with a concentric inner cylinder representing the nuclear region of the bacterial cell. Asimilar problem emerges in the description of a diffusive search by a transcription factor protein for a specific binding region on a single strand of DNA.We develop a unified theoretical approach to study the underlying boundary value problem which is based on a self-consistent approximation of the mixed boundary condition. Our approach permits us to derive explicit, novel, closed-form expressions for the MFPT valid for a generic setting with an arbitrary relation between the system parameters.Weanalyse this general result in the asymptotic limits appropriate for the above-mentioned biophysical problems. Our investigation reveals the crucial role of the target aspect ratio and of the intrinsic reactivity of the binding region, which were disregarded in previous studies. Theoretical predictions are confirmed by numerical simulations.},
  language  = {en}
}
@misc{JavanainenMartinezSearaMetzleretal.2017,
  author    = {Javanainen, Matti and Martinez-Seara, Hector and Metzler, Ralf and Vattulainen, Ilpo Tapio},
  title     = {Diffusion of Proteins and Lipids in Protein-Rich Membranesa},
  series = {Biophysical journal},
  volume    = {114},
  journal   = {Biophysical journal},
  number    = {3},
  publisher = {Cell Press},
  address   = {Cambridge},
  issn      = {0006-3495},
  doi       = {10.1016/j.bpj.2017.11.3009},
  pages     = {551A -- 551A},
  year      = {2017},
  language  = {en}
}
@misc{Metzler2017,
  author    = {Metzler, Ralf},
  title     = {Anomalous Diffusion in Membranes and the Cytoplasm of Biological Cells},
  series = {Biophysical journal},
  volume    = {112},
  journal   = {Biophysical journal},
  number    = {3},
  publisher = {Cell Press},
  address   = {Cambridge},
  issn      = {0006-3495},
  doi       = {10.1016/j.bpj.2016.11.2577},
  pages     = {476A -- 476A},
  year      = {2017},
  language  = {en}
}