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Lars Edman

Institution of Medical Biophysics, Karolinska Institute, Stockholm, Sweden

ReceiVed: January 6, 2000; In Final Form: April 11, 2000

A theoretical framework is presented that connects “classic” fluorescence correlation spectroscopy (FCS)

treating averages of many freely diffusing molecules and FCS single-molecule analysis. By assuming a general

two-state emission dynamics of the single molecule, expressions describing the autocorrelation of the total

fluorescence fluctuations are derived. By studying an idealized experimental situation, the relation between

signal-to-noise and signal-to-background ratios are discussed. Under appropriate conditions it is possible to

make statistically feasible measurements of single molecule dynamics despite low signal-to-background. The

quantum yield ratio of the background molecules to the single molecule as well as the position of the single

molecule inside the detection volume are crucial in obtaining good signal-to-noise ratios in single-molecule

experiments.

of the emission dynamics of the single molecule in a back-

Fluorescence Correlation Spectroscopy (FCS) is used in a ground. The analysis is carried out assuming an idealized

wide range of experiments involving temporal dynamics of the situation ignoring limited measuring time, and the discrete

fluorescence from molecules in solution.1 The fluorescence representation of time in the measurement equipment.7 Also,

fluctuations can have different origins such as Brownian motion so-called shot-noise effects8 will not be included in the present

of the molecules,2 rotational Brownian motion of the molecule,3 analysis, which means that we assume that the absolute values

chemical reactions changing the fluorescence properties of the of the quantum yields are not very small. This should not induce

molecule,2 or singlet-triplet interactions in a molecule.4 Re- a restriction to the present analysis since it makes use of the

cently, FCS has been applied to experiments involving the study differences (ratios) of the quantum yields of the single molecule

of single immobilized molecules.5,6 The autocorrelation of the and the background.

detected fluorescence is a very informative addition to the The variance of the autocorrelation function enables for the

fluorescence intensity trace of which both are recorded in real S/N ratios of a given model to be defined yielding an analytical

time during the experiment. expression between S/B and S/N ratios. One of the goals in the

So far, the experimental introduction of FCS on single present paper, to assess various experimental conditions versus

immobilized molecules5,6 has not been accompanied by a more the visibility of single molecule dynamics in a background, can

in depth theoretical treatment that penetrate the connection then be achieved. An analysis is made on the interplay of the

between “classic” FCS with many particles undergoing Brown- single molecule and the background fluorescence with regard

ian motion and the case of a single immobilized molecule. In to physical parameters. Examples of such parameters are the

this paper, we derive autocorrelation functions describing the optical properties of the molecules, the position of the single

situation with a single immobilized molecule in a background molecule in relation to the excitation light profile, the excitation

of many freely diffusing molecules. Furthermore, we study the light intensity, autocorrelation time scales implied by diffusion

statistical properties of the autocorrelation function with the aim times, and the dynamics of the single molecule.

to investigate the feasibility to do single molecule analysis under The expressions of the variance should also be useful as

different experimental conditions. weight functions in evaluation (fitting) of experimental data to

In the typical single-molecule experiment, effort is put in to a given model. However, we point out that the best possible

optimize the conditions in the direction of highest possible ratio weight function is obtained by the variance of the experimental

between the fluorescence intensity signal of the single molecule autocorrelation data when available.9

and the fluorescence signal of the background (e.g., S/B ratio

) single molecule fluorescence intensity/background fluores- 2. Derivation of the Correlation Function

cence intensity). However, many experiments on single mol-

ecules studied under biologically relevant conditions have an 2.1. No Background Fluorescence. Consider a general

inherent fluorescence background, which often is difficult to expression of the autocorrelation of the fluorescence intensity

reduce without paying a price of less biological significance.6 fluctuations as given in3

It is therefore motivated to make a more detailed investigation

with aim to penetrate how the experimental conditions in a G(τ) ) 〈I〉2 + 〈δI(0)δI(τ)〉 (1)

typical single molecule experiment affect the visibility of the

spectroscopic dynamic features of the single molecule. The In eq 1, I(t) denotes the detected photon flux at time t. δI(t)

visibility is here defined as the signal-to-noise ratio (S/N ) denotes the photon flux deviation from its mean value at time

10.1021/jp000100r CCC: $19.00 © 2000 American Chemical Society

Published on Web 06/14/2000

6166 J. Phys. Chem. A, Vol. 104, No. 26, 2000 Edman

t. A stationary state is assumed in which photons are detected with probability qm will give rise to a by the molecule emitted

with equal probability in the sample volume V. Also3 photon.

Combining eqs 6 and 7 yields

〈δI(0)δI(τ)〉 ) [

∫V ∫V f(r,τ|r0) - M ]

〈C(r)〉

〈C(r0)〉 dr dr0 (2) 〈δI(0)δI(τ)〉 ) (f(τ) - pf)pf[i(rm)qm]2 (8)

where f(r,τ|r0)dr dt denotes the probability that a molecule that The mean intensity from the single molecule is equal to

emitted a photon within the interval [0,dt] from a small volume

centered around r0 emits another photon within the interval 〈I〉 ) ∫R c(r)i(r)qmpf dr ) i(rm)qmpf

3 (9)

[τ,τ+dt] from a small volume centered around r. M is the

number of molecules in the total sample volume V. No particle Equationss 8 and 9 in eq 1 gives the expression of the

transport can take place through the surface of V. In this paper normalized autocorrelation functions for the case of a single

we will assume that V is infinitely large as compared to all other immobilized molecule without background fluorescence,

[ ]

characteristic volumes. Below, we hence set V equal to full

G(τ) f(τ) f(τ)

three-dimensional space (V ) R3). 〈C(r)〉dr dt is the uncondi- ) GN(τ) ) 1 + -1 ) (10)

tional probability to detect a photon from a very small volume 〈I〉2 pf pf

centered around r in a time period dt originating from any of

2.2. Background Fluorescence. In the case of fluorescence

the total M sample molecules.

from freely diffusing molecules, in addition to the fluorescence

In a single-molecule experiment we have M ) 1. For

of the single molecule, the photon flux I(t) will have two origins.

simplicity we will assume that the spectroscopic fluctuations

First, the fluorescence from the single molecule (Im(t)) and

of the single molecule consist of two states, one fluorescent

second the fluorescence from the freely diffusing molecules (If-

state and one nonfluorescent state. The binary description of

(t)),

the molecule’s spectroscopic fluctuation is supported by the

experimental conditions of a large set of single molecule I(t) ) Im(t) + If(t) (11)

experiments.5,6,10-12

〈C(r)〉 is related to the molecular concentration cm(r) per unit Hence,

volume, the laser light intensity i(r), the probability that a laser

light photon incident at the molecule will give rise to an by the 〈δI(0)δI(τ)〉 ) 〈δ(Im(0) + If(0))δ(Im(τ) + If(τ))〉 )

molecule emitted photon (qm), and the probability that the

molecule is in its fluorescent state pf. We have 〈δIm(0)δIm(τ) + δIm(0)δIf(τ) + δIf(0)δIm(τ) +

δIf(0)δIf(τ)〉 )

pf ) lim f(τ) (3)

τf∞ 〈δIm(0)δIm(τ)〉 + 〈δIm(0)δIf(τ)〉 + 〈δIf(0)δIm(τ)〉 +

where f(τ) is the probability that the immobilized single molecule 〈δIf(0)δIf(τ)〉 (12)

situated at rm is in its fluorescent state time τ given that the

molecule was in its fluorescent state time 0. The difference We still have one single immobilized molecule, eq 2 with M )

between the conditional probability f(τ) and the unconditional 1 provides the expression of 〈δIm(0)δIm(τ)〉. On the other hand,

probability pf gives the correlation between two detected the total number of freely diffusing fluorescent molecules within

photons. Observe that f(τ) is a conditional probability that the volume V is very large in the typical FCS experiment

provide information about local variations of the stationary wherefore eq 2 derived for an ensemble of background

fluorescence intensity I(t). molecules yield

Hence,

〈δIf(0)δIf(τ)〉 ) ∫R ∫R

3 3 ff(r,τ|r0)〈Cf(r0)〉dr dr0 (13)

〈C(r)〉dr dt ) cm(r)i(r)qmpfdr dt (4)

where the indices “f” indicate that the entities are defined for

In the case of a single immobilized molecule, the concentration the case of freely diffusing molecules.

c(r) is concentrated to one single spot rm: In this paper we will assume that

Equations 3-5 substituted into eq 2 yields correlated with the fluorescence of the free molecules, and vice

versa. This assumption is based on experimental facts from the

〈δI(0)δI(τ)〉 ) ∫R 3 f(r,t|rm)pfqmi(rm)dr - [pfqmi(rm)]2 (6) study of single immobilized enzyme molecules6 where the time

scales of the dynamics of the single molecule and the charac-

The molecule always emits fluorescence at the same single spot teristic passage time of the background molecules through

rm, hence detection volume are very different.

Using eqs 8 and 12-14 in eq 12, we obtain

f(r,τ|rm)dr dt ) f(τ)i(rm)qmδ(r - rm)dr dt

∫R ∫R

(7)

〈δI(0)δI(τ)〉 ) q2f c 3 3 i(r)p(r,τ|r0)i(r0)dr dr0 +

The analysis in this paper is based on an immobilized single (f(τ) - pf)pf[i(rm)qm]2 (15)

molecule that shifts its fluorescent properties between one

nonfluorescent state and one fluorescent state. The fluorescent where c is the homogeneous concentration per unit volume of

state is characterized by that a photon incident at the molecule free molecules, qf is the probability that a laser light photon

Theory of FCS on Single Molecules J. Phys. Chem. A, Vol. 104, No. 26, 2000 6167

incident at the free molecule will give rise to an emitted photon. molecules that are inside the open volume element (VE) from

p(r,τ|r0)drdt is the probability that a freely diffusing molecule where the fluorescence is detected from, defined by all points

is situated in a small volume around r within the time [τ,τ+dt], having i0exp(-2) or higher laser light intensity. The volume

provided that it was situated in a very small volume around r0 VVE of the VE is that of an ellipsoid,

at time [0,dt]. Assuming that the background molecules are

undergoing Brownian motion with diffusion constant D, the

4

solution is obtained by the Fokker-Planck equation as VVE ) πw2z0 (22)

3

(r - r0)

( )

2

1

p(r,τ|r0) ) exp - (16)

(4πDτ) 3/2 4Dτ and

N ) VVE c (23)

( x +y

) ( )

2 2 2

z

i(r) ) i0 exp -2 2

exp -2 2 (17)

w z0 If the fluorescence from the freely diffusing molecules is very

much larger than the fluorescence of the immobilized single

where w and z0 are constants >0 and the z direction is parallel molecule,

with the laser beam. The maximum laser light intensity is given

by i0. Inserting eqs 16 and 17 in eq 15 and executing the

1 1

integrals then yield GN(τ) ) 1 + (24)

( )x

EN 4D 4D

1 + 2τ 1+ 2τ

π3/2 w2z0 w zo

〈δI(0)δI(τ)〉 ) q2f i20c +

( )x

8 4D 4D

1+ τ 1+ τ

w2 z20 The constant

(f(τ) - pf)pf[i(rm)qm] (18) 2

3

Also, E ) xπ ≈ 1.33 (25)

4

x2 2 3/2

〈I〉 ) qfi0c w z0π + qmi(rm)pf (19)

4 Observe that the constant E is not an implication of the

special case of an immobilized single molecule and background

If eq 18 and eq 19 are inserted into eq 1, the general expression fluorescence considered here. It is a general correction term for

of the normalized autocorrelation function follows

autocorrelation models that describe fluorescence fluctuations

from molecules undergoing Brownian motion in three dimen-

G(τ)

GN(τ) ) )1+ sions excited to fluorescence by the laser light profile as given

〈I〉2 by eq 17. If a Gaussian profile is used in the perpendicular plane

π3/2 w2z0 to the laser beam (x-y directions), but a uniform profile in the

q2f i20c + (f(τ) - pf)pf[i(rm)qm]2 direction of the laser beam (z direction) E ) 1.2

( )x

8 4D 4D

1 + 2τ 1+ 2τ

w z0

( )

3. Statistical Aspects of the Autocorrelation Function

x2 2 3/2 2

qfi0c w z0π + qmi(rm)pf

4 3.1. Variance of the Autocorrelation Function. In the

(20) following section, all entities having the subscript “exp” are

considered experimental observables. Consider an experimental

If the fluorescence intensity from the immobilized single measurement of the fluorescence autocorrelation function,

molecule is much larger than the fluorescence intensity from

the freely diffusing molecules, and also the photophysical

properties of the immobilized molecule and the free molecules Gexp(τ) ) 〈I〉2exp + 〈δI(0)δI(τ)〉exp (26)

are assumed equal so that q ) qm ) qf,

GN(τ) ) +c )

( )x

pf the autocorrelation functions is

8[i(r )p ]2 4D 4D

m f

1+ τ 1+ τ

w2 z20

N N N

1 1 1

f(τ) 1

3

32

xπN Gexp(τ) ) ∑

N i)1

Gexpi(τ) ) ∑

N i)1

2

Iexp i

+ ∑ δI(0)δI(τ)exp

N i)1 i

+ (21)

( )x

pf [i(r )p ]2 4D 4D (27)

m f

1+ τ 1+ τ

w2 z20

We will assume that the measurements are independent. The

In eq 21, N denotes the average number of freely diffusing variance of the correlation function is defined by

6168 J. Phys. Chem. A, Vol. 104, No. 26, 2000 Edman

( )

N N 2

1 1

Var(Gexp(τ)) ) ∑

N i)1

Gexpi(τ) - ∑ Gexp (τ)

N j)1 j

)

( )

N N 2

1 1

∑(Gexp (τ))2 - N ∑

N i)1 i)1

Gexp (τ)

i j

)

N

1

∑ (Iexp

N i)1

2

+ δI(0)δI(τ)exp )2 -

i i

(∑ )

N 2

1 2

(Iexp i

+ δI(0)δI(τ)expi) )

N i)1

N N

1 2

∑

N i)1

2

(Iexp i

)2 + ∑

N i)1

(δI(0)δI(τ)exp )2 + i

Figure 1. Definitions of the components used in the analysis and

derivation of 〈(δ(δI(0)δI(τ)))2〉.

(∑ )

N N 2

2 1

∑

N i)1

I2expi δI(0)δI(τ)expi -

N i)1

I2expi -

( )

N 2 N

1 1 1 N

N i)1

∑ δI(0)δI(τ)exp i

-2 ∑I2exp N ∑

N i)1 i)1

δI(0)δI(τ)exp )

i i

) [independent measurements] )

(∑ )

N N 2 N

1 1 1

∑

N i)1

2

(Iexp i

)2 -

N i)1

I2expi + ∑

N i)1

(δI(0)δI(τ)exp )2 - i

(∑

1 N

)

2

δI(0)δI(τ)expi )

N i)1

Var(I2exp) + Var(δI(0)δI(τ)exp) (28)

Figure 2. Description of the quantity δI(0)δI(τ)|t that fluctuates around

its mean value 〈δI(0)δI(τ)〉. At a given time t the deviation from the

In the limit when N f ∞, mean value, referred to as the fluctuations of the fluctuations, is denoted

(δ(δI(0)δI(τ)))|t. The time-average of the squared value of (δ(δI(0)δI(τ)))|t

is equal to 〈(δ(δI(0)δI(τ)))2〉, the variance of 〈δI(0)δI(τ)〉.

lim Var(I2exp) ) Var(I2) (29)

Nf∞ expression is derived in the appendix yielding the following

expression,

lim Var(δI(0)δI(τ)exp) ) Var(δI(0)δI(τ)) (30)

Nf∞

〈(δ(δI(0)δI(τ)))2〉 )

The variance is given by the mean-square deviation fluctuation: cq4f ∫R ∫R i2(r′)p(r′,0|r′′,-τ)i2(r′)dr′ dr′′ +

3 3

3 3

Var(δI(0)δI(τ)) ) 〈(δI(0)δI(τ)|t - 〈δI(0)δI(τ)〉)2〉 ) 3 3

In eq 32, t denotes time (brackets denotes time averages). See integrals:

Figure 1 for a complementary description of the involved

entities. For the mean-square squared-intensity fluctuation, eq x2π3/2 w2z0

〈(δ(δI(0)δI(τ)))2〉 ) cq4f i40 +

( )x

33, the result is given by

32 8D 8D

1 + 2τ 1 + 2τ

( )

〈(δ(I2))2〉 ) c2q4f ∫R 3 i4(r)dr + p2f (qmi(rm))4 (33) 2

w z0

w

2

w

π3/2

c2q4f i40 +

( )x

8 4D 4D

or explicitly 1 + 2τ 1 + 2τ

w z0

x2 3/2 2 x2 3/2 2

〈(δ(I2))2〉 ) c2q4f i40 π w z0 + p2f (qmi(rm))4 (34) c2q4f i40 π w z0 + (qmi(rm))4(pf(f (τ) - pf) -

32 32

((f(τ) - pf)pf)2) (36)

For the case of eq 32, the interpretation is somewhat abstract

since the physical meaning is that of “the fluctuation of the 3.2. S/N Ratios. Here, the signal-to-noise (S/N) ratio is

fluctuations” of the fluorescence intensity (Figure 2). An defined by

Theory of FCS on Single Molecules J. Phys. Chem. A, Vol. 104, No. 26, 2000 6169

S/N ) 1/2

(37) the Sm/N to its second order. The concentration of the free

[Var(δI(0)δI(τ))] molecules (c) influences the Sm/N ratio to its first-order value

or explicitly using eq 20 and eq 36 or its value to the power of 1/2 (eq 40).

A single molecule experiencing emission dynamics on a

S/N ) slower time range than the diffusion of the background

[ ]

π3/2 w2z0 molecules6 will be less sensitive to bad quantum yield of the

q2f i20c + (f(τ) - pf)pf[i(rm)qm]2

( )x

8 single molecule as well as its position in the VE according to

4D 4D

1 + 2τ 1+ 2τ eq 40.

w z0 Can a single molecule experiment be statistically feasible even

w2z0 1/2 though the Sm/B ratio is low? Assume that the time scale of the

x2π3/2

cq4f i40 + emission dynamics of the single molecule is larger than the time

( )x

32 8D 8D scale of the background dynamics. Then, on the relevant time

1+ τ 1+ τ

w2 z20 scale of the single molecule dynamics, the Sm/N is given by

( )

π3/2 w2z0 2

x2 3/2 2 Sm/N )

c2q4f i40 + c2q4f i40 π w z0 +

( )x

8 4D 4D 32 (f(τ) - pf)pf

1+ τ 1+ τ

x

w2 z20 4

qf i40

(ac + bc) 4 4 + (f(τ) - pf)pf (1 - ((f(τ) - pf)pf))

2

(qmi(rm))4(pf(f (τ) - pf) - ((f(τ) - pf)pf)2) qm im

(38) (41)

If the background is assumed very small (N f 0), we obtain where

x

(f(τ) - pf)pf 4 + x2 3/2 2

S/N ) (39) a) π w z0 (42)

(1 - ((f(τ) - pf)pf)) 32

[ ]

If we study separately the signal from the single immobilized and

molecule to the total noise, we finally obtain

x2π3/2 2

b) w z0 (43)

(f(τ) - pf)pf 32

Sm/N ) (40)

q4f i40 3x2π3/2 1/2 Hence, if the Sm/B is small due to a high concentration of

N

+ background molecules but the quantum yield of the free

q4m i4m 128

(

1+

8D

τ )x 8D

1+ 2τ

molecules is low so that q4f i40/q4m i4m , 1, the Sm/N is almost as

( )

w2 z0 good as in the absence of any background.

2 Clearly, the above case is a constructed situation that might

q4f i40 π3/2 2

w z0 not be the most common case in practice. However, we have

c2 +

( )x

4 4 8 proved that there are situations in which the Sm/B does not give

q i 4D

4D

m m 1 + 2τ

1+ 2τ full insight into the actual statistical accuracy in a measurement

w z0 of single molecule spectroscopic dynamics. The statistical

4 4

x2 2 qf i0 3/2 2 quality of a single molecule FCS experiment is assessed via

c π w z0 + the eq 41, or in the more general case via eq 40, and not via

32 q4 i4

m m the Sm/B alone.

+ (pf(f (τ) - pf) - ((f(τ) - pf)pf)2) The general conclusion is however that based on eqs 40 and

41, the quantum yield ratio of the background molecule to the

4. Discussion single molecule as well as the position of the single molecule

The expression eq 20 gives the most general expression of inside the VE are the most crucial physical parameters in

the autocorrelation function in the case of a single immobilized obtaining good Sm/N ratio and hence good quality in a single

molecule in a background of freely diffusing molecules. It shows molecule experiment using FCS.

how physical parameters and the dynamics of the background

Acknowledgment. The author thanks Prof. Rudolf Rigler,

molecules and the single molecule together contribute to the

Prof. Clas Blomberg, Dr. Olle Edholm, and Dr. Per Thyberg

autocorrelation function. The amplitude of the background term

for discussions and important criticisms on the present paper.

is proportional to N when Sm/B is large, but proportional to

This work was funded by a grant from the Swedish Science

N-1 when Sm/B is small. However, for large Sm/B the optical

Research Council.

parameters qm, and i(rm) play a more dominant role as they

directly influence the amplitude by their squared value (eq 21).

Appendix: Calculation of 〈(δ(δI(0)δI(τ)))2〉

One main objective of the present paper is to discuss the

relation between Sm/B ratios and the Sm/N ratios. The eq 40 The fluctuations of the fluctuations of the fluorescence

provides the help necessary to accomplish this. Clearly, if the intensity can be depicted according to Figure 2. The signal

single molecule dynamics and the diffusion of background δI(0)δI(τ)|t can be studied as a not averaged signal that fluctuates

molecules are in the same time range, the Sm/N ratio is highly around a mean value (Figure 2). We define

dependent on the Sm/B ratio. More specifically, the quantum

yield ratio (qm/qf) and the excitation intensity dependent on the δ(δI(0)δI(τ))|t ) δI(0)δI(τ)|t - 〈δI(0)δI(τ)〉 (A1)

6170 J. Phys. Chem. A, Vol. 104, No. 26, 2000 Edman

Multiplying both sides of eq A1 by δ(δI(0)δI(τ))|t and averaging When T approaches zero we obtain

then yields

lim〈[δ(δI(0)δI(τ))δ(δI(0)δI(τ))]T〉f )

〈δ(δI(0)δI(τ))|t δ(δI(0)δI(τ))|t′〉 ) 〈(δI(0)δI(τ)|t - Tf0

3 3 3 3 i(r)δ(r - r′)i(r′)p(r′,-τ|r′′,0)i(r′′) ×

δ(r′′ - r′′′)i(r′′′)dr dr′ dr′′ dr′′′ +

Calculation of the right-hand side of Eq. A2 using the fact that

I(t) is a stationary process so that we can set T ) |t - t′| yields ∫ ∫R i(r)p(r,0|r′,-τ)i(r′)dr dr′)2 +

2c2q4f ( R3 3

3 3

2

3 3

If we let T approach zero, we then obtain the expression of the 2c2q4f (∫R ∫R i(r)p(r,0|r′,-τ)i(r′)dr dr′)2 +

3 3

variance,

c2q4f (∫R ∫R i2(r)dr)2 ) 〈[δ(δI(0)δI(τ))]2〉f

3 3 (A6)

〈[δ(δI(0)δI(τ))]2〉 ) 〈[δI(0)δI(τ)]2〉 - 〈δI(0)δI(τ)〉2 (A4)

For the case of the single immobilized molecule using the

If we study separately the variance for the freely diffusing definition of an expectation value of a random variable we obtain

molecules, we note that the first argument of the right-hand by direct application of the right-hand side of eq A4

side of eq A3 as derived for the background molecules has two

main components. The first component is equal to the probability

that one of the background molecules emits a photon from a 〈(δ(δI(0)δI(τ)))2〉m ) (qmi(rm))4(pf(f(τ) - pf) - ((f(τ) -

small volume around r in the time interval [-τ,-τ+dt] (this pf)pf)2) ) (qmi(rm))4(pf(f(τ) - pf))(1 - pf(f(τ) - pf)) (A7)

probability is equal to cqfi(r)dr dt) and then emits photons within

the time intervals [-τ+T,-τ+T+dt], [0,dt] and [T, T+dt] Because we have assumed (recall eq 14) that the emission

(Figure 2), from small volumes around the respective positions fluctuations from the single molecule and the background are

r′,r′′, and r′′′. The second component is the group combinations uncorrelated, we obtain

of two molecules each emitting two photons in the above time

intervals. There exist three such combinations for two molecules

emitting two photons per molecule. 〈[δ(δI(0)δI(τ))]2〉 )

It is worth mentioning that eq A3 does not describe the 〈[δ(δI(0)δI(τ))]2〉f + 〈[δ(δI(0)δI(τ))]2〉m (A8)

general joint probability to observe any four photons, for which

the case would be much more complicated with many more so that

combinatorial possibilities. Rather, eq A3 describes the second-

order moment of the fluctuations from the mean 〈δI(0)δI(τ)〉.

〈(δ(δI(0)δI(τ)))2〉 )

Therefore, since 〈δI(t)〉 ) 0 for any t (ref 2), if more than two

molecules are used to create the four photons there will be no cq4f ∫R ∫R i2(r′)p(r′,0|r′′,-τ)i2(r′)dr′ dr′′ +

3 3

contribution to the average fluctuations of the fluctuation of

the fluorescence intensity. c2q4f (∫R ∫R i(r)p(r,0|r′,-τ)i(r′)drdr′)2 +

3 3

Since the background molecules are undergoing Brownian

motion according to eq 16, the stochastic changes of the spatial c2q4f (∫R ∫R i2(r)dr)2 + (qmi(rm))4(pf(f(τ) - pf) -

3 3

process. The probability of a molecular trajectory is therefore

equal to the product of the probabilities of all pairwise positional

movements that define the entire trajectory. Using this and References and Notes

taking the above discussion regarding components of eq A3

into account, for the first term of the right-hand-side of eq A3, (1) For a review, see: Thompson, N. L. Fluorescence Correlation

we have Spectroscopy. In Topics in Fluorescence Spectroscopy; Lakowicz, J. R.,

II, Ed.; Plenum Press: New York, 1995; pp 337-410.

〈δI(0)δI(τ)|0 δI(0)δI(τ)|T〉f ) (2) Elson, E.; Magde, D. Biopolymers 1974, 13, 1.

(3) Ehrenberg, M.; Rigler, R. Chem. Phys. 1974, 4, 390.

cq4f ∫R ∫R ∫R ∫R

3 3 3 3 i(r)p(r,-τ + (4) Widengren, J.; Mets, Ü.; Rigler, R. J. Phys. Chem. 1995, 99, 13368.

(5) Wennmalm, S.; Edman, L.; Rigler, R. Proc. Natl. Acad. Sci. U.S.A.

T|r′,-τ)i(r′)p(r′,0|r′′,-τ + T)i(r′′)p(r′′,T|r′′′,0) × 1997, 94, 10641.

3 3 3 3 i(r)p(r,T -

(6) Edman, L.; Földes-Papp, Z.; Wennmalm, S.; Rigler, R. Chem. Phys.

1999, 247, 11.

τ|r′,-τ)i(r′)i(r′′)p(r′′,0|r′′′,T)i(r′′′)dr dr′ dr′′ dr′′′ + (7) Koppel, D. E. Phys. ReV. A 1974, 10, 1938.

(8) Qian, H. Biophys. Chem. 1990 38, 49.

c2q4f ∫R ∫R ∫R ∫R

3 3 3 3 i(r)p(r,0|r′,-τ)i(r′)i(r′′) × (9) Wohland, T.; Rigler, R.; Vogel, H. Manuscript in preparation.

(10) Lu, H. P.; Xun, L.; Xie, X. S. Science 1998, 282, 1877.

p(r′′,T - τ|r′′′,T)i(r′′′)dr dr′ dr′′ dr′′′ +

(11) Jia, Y.; Talaga, D. S.; Lau, W. L.; Lu, H. S. M.; DeGrado, W. F.;

∫ ∫R ∫R ∫R

c2q4f R3 3 3 3 i(r)p(r,T|r′,-τ)i(r′)i(r′′) × Hochstrasser, R. M. Chem. Phys. 1999, 247, 69.

(12) Ha, T.; Ting, A. Y.; Liang, J.; Deniz, A. A.; Chemla, D. S.; Schultz,

p(r′′,0|r′′′,T - τ)i(r′′′)dr dr′ dr′′ dr′′′ (A5) P. G.; Weiss, S. Chem. Phys. 1999, 247, 107.

(13) Rigler, R.; Mets, Ü.; Widengren, J.; Kask, P. Euro. Biophys. J.

if T < τ (Figure 2). 1993, 22, 169.

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