The Hurst exponent and long-time correlation

The rescaled range statistics (R/S) method is applied to the ion saturation current fluctuations measured by the Langmuir probe at the edge of Tore Su pra [Equipe Tore Supra, in Proceedings of the 13th International Conference on Plasma Physics and Controlled Nuclear Fusion, Washington, 1990 (Interna tional Atomic Energy Agency, Vienna, 1991), Vol. 1, p. 549] to evaluate the Hurst exponent. Data block randomization is carried out to the data sets i n order to investigate the relationship between the Hurst exponent and long -time correlation. It is observed that H is well above 0.5 in the long-time self-similar range. However, it is found that the information which leads to H > 0.5 is totally contained in the short-time correlation and no link t o long times is found. (C) 2000 American Institute of Physics. [S1070-664X( 00)00504-8].