Wang et al. [PNAS 106 (2009) 15160] have found that in several systems the linear time dependence of the mean-square displacement (MSD) of diffusing colloidal particles, typical of normal diffusion, is accompanied by a non-Gaussian displacement distribution (DisD), with roughly exponential tails at short times, a situation they termed "anomalous yet Brownian" diffusion. The diversity of systems in which this is observed calls for a generic model. We present such a model where there is "diffusivity memory" but no "direction memory" in the particle trajectory, and we show that it leads to both a linear MSD and a non-Gaussian DisD at short times. In our model, the diffusivity is undergoing a (perhaps biased) random walk, hence the expression "diffusing diffusivity". The DisD is predicted to be exactly exponential at short times if the distribution of diffusivities is itself exponential, but an exponential remains a good fit to the DisD for a variety of diffusivity distributions. Moreover, our generic model can be modified to produce subdiffusion.In a microscopically homogeneous and rheologically simple (Newtonian) fluid like water, the diffusion of microscopic particles obeys simple laws of Brownian motion known since Einstein [1]. For instance, the mean-square displacement (MSD) x 2 of a particle along a particular direction, x, is linear in time t,where D is the diffusion constant, or the diffusivity, while the distribution of displacements is Gaussian [2]. In "crowded" fluids containing colloidal particles, macromolecules, filaments, etc., the situation can be more complicated and Eq. (1) is generally not valid at all times. In many such cases (see, e.g., Refs. [3-13]), experimental data are consistent withwhere ν < 1, over a significant time range. Processes described by Eq. (2) with ν = 1 are called anomalous diffusion, more specifically, subdiffusion for ν < 1. While much experimental work has concentrated on the MSD, the full displacement distribution (DisD) can be measured using single-particle tracking techniques (SPT) [3-6, 11, 12, 14, 15]. In the continuous-time random walk (CTRW) model of anomalous diffusion [16,17] the DisD is significantly non-Gaussian with a characteristic cusp at x = 0 [18]. However, the fractional Brownian motion (fBm) model [19][20][21] demonstrates that the combination of anomalous MSD with the normal, Gaussian shape of the DisD is possible.On the other hand, it is often tacitly assumed that if the DisD is non-Gaussian, then the factors that cause it to deviate from Gaussian should also make the MSD nonlinear. Recent SPT experiments by Granick's group [22,23] show that this is not always the case. Several systems were considered: submicroscopic polystyrene beads on the surface of a lipid bilayer tube [22], beads in an entangled solution of actin filaments [22], and liposomes in a nematic solution of aligned actin filaments [23]. In all three systems, the MSD is essentially precisely linear over the whole experimental time range, from ∼ 0.1 s to a few seconds. Yet, coexisting w...