[TimSAstro]

Steuard is right, and astronomers have good reasons to expect this behaviour - wave dispersion. The best link I can find from a quick google is this: http://en.wikipedia.org/wiki/Dispersion_(water_waves) -which refers specifically to dispersion of water (typically, ocean) waves, but the concepts are the same. (Edited to add) We expect dispersion effects in the case of fast radio bursts due to effects of propagation through the interstellar medium. Not my area of expertise, but see http://arxiv.org/abs/1310.8316 if you want a properly referenced starting point.

[Steuard]

Maybe it's worth mentioning that we're all at least a little bit familiar with dispersion in other contexts: it's the same phenomenon that makes a prism work to split white light into colors, and that is responsible for rainbows. (The angle that light bends when passing through a surface depends on the precise speed that light of that frequency travels on each side. When different frequencies have different speeds, that's dispersion, and what started as combined white light splits into a different color at each angle.)