ANALYZING LONG-RANGE CORRELATIONS IN FINITE SEQUENCES

Authors
SHNERB N EISENBERG E
Citation
N. Shnerb et E. Eisenberg, ANALYZING LONG-RANGE CORRELATIONS IN FINITE SEQUENCES, Physical review. E, Statistical physics, plasmas, fluids, and related interdisciplinary topics, 49(2), 1994, pp. 180001005-180001008
Citations number
4
Categorie Soggetti
Physycs, Mathematical","Phsycs, Fluid & Plasmas
Journal title
Physical review. E, Statistical physics, plasmas, fluids, and related interdisciplinary topics → ACNP
ISSN journal
1063651X
Volume
49
Issue
2
Year of publication
1994
Pages
180001005 - 180001008
Database
ISI
SICI code
1063-651X(1994)49:2<180001005:ALCIFS>2.0.ZU;2-H
Abstract
We study the fluctuations in the correlation exponent obtained for cor related and noncorrelated sequences by mapping them into a one-dimensi onal random-walk model. We investigate, both numerically and analytica lly, the widely used technique of averaging over overlapping samples. An explicit quantitative measure for the reduction of the sample-to-sa mple fluctuations in the exponent due to this process is given, and th e limits for which the results obtained are reliable are discussed.