  As recently reported [Turiv T. et al., Science, 2013, Vol. 342, 1351],
fluctuations in the orientation of the liquid crystal (LC) director can
transfer momentum from the LC to a colloid, such that the diffusion of the
colloid becomes anomalous on a short time scale. Using video microscopy and
single particle tracking, we investigate random thermal motion of colloidal
particles in a nematic liquid crystal for the time scales shorter than the
expected time of director fluctuations. At long times, compared to the
characteristic time of the nematic director relaxation we observe typical
anisotropic Brownian motion with the mean square displacement (MSD) linear in
time $\tau$ and inversly proportional to the effective viscosity of the nematic
medium. At shorter times, however, the dynamics is markedly nonlinear with MSD
growing more slowly (subdiffusion) or faster (superdiffusion) than $\tau$.
These results are discussed in the context of coupling of colloidal particle's
dynamics to the director fluctuation dynamics.
