Tracking random walks

14 pages +Supp info (7 pages)In empirical studies of random walks, continuous trajectories of animals or individuals are usually sampled over a finite number of points in space and time. It is however unclear how this partial observation affects the measured statistical properties of the walk, and we use here analytical and numerical methods of statistical physics to study the effects of sampling in movements alternating rests and moves of random durations. We evaluate how the statistical properties estimated are affected by the way trajectories are measured and we identify an optimal sampling frequency leading to the best possible measure. We solve analytically the simplest scenario of a constant sampling interval and short-tailed distributions of rest and move durations, which allows us to show that the measured displacement statistics can be significantly different from the original ones and also to determine the optimal sampling time. The corresponding optimal fraction of correctly sampled movements, analytically predicted for this short-tail scenario, is an upper bound for the quality of a trajectory's sampling. Indeed, we show with numerical simulations that this fraction is dramatically reduced in any real-world case where we observe long-tailed distributions of rest duration. We test our results with high resolution GPS human trajectories, where a constant sampling interval allows to recover at best $18\%$ of the movements, while over-evaluating the average trip length by a factor of $2$. If we use a sampling interval extracted from real communication data, we recover only $11\%$ of moves, a value that cannot be increased above $16\%$ even with ideal algorithms. These figures call for a more cautious use of data in all quantitative studies of individuals' trajectories, casting in particular serious doubts on the results of previous studies on human mobility based on mobile phone data