We study the capability to learn and to generate long-range, power-law corr
elated sequences by a fully connected asymmetric network. The focus is set
on the ability of neural networks to extract statistical features from a se
quence. We demonstrate that the average power-law behavior is learnable, na
mely, the sequence generated by the trained network obeys the same statisti
cal behavior. The interplay between a correlated weight matrix and the sequ
ence generated by such a network is explored. A weight matrix with a power-
law correlation function along the vertical direction, gives rise to a sequ
ence with a similar statistical behavior.