Converts the autocorrelation (ACF) of stationary increments to the mean squared displacement (MSD) of the corresponding positions.
If X(t) is a stationary increments process, then Δ X_0, Δ X_1, … with
Δ X_n = X((n+1)Δ t) - X(n Δ t)
is a stationary time series. This function converts the ACF of this series into the MSD of the corresponding positions, namely returns the sequence η_1, …, η_N, where η_i = var(X(iΔ t)).
N MSD vector of the corresponding positions.
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