Distinguishing fractional and white noise in one and two dimensions - art.no. 062102

Citation
A. Hansen et al., Distinguishing fractional and white noise in one and two dimensions - art.no. 062102, PHYS REV E, 6306(6), 2001, pp. 2102
Citations number
12
Categorie Soggetti
Physics
Journal title
PHYSICAL REVIEW E
ISSN journal
1063651X → ACNP
Volume
6306
Issue
6
Year of publication
2001
Part
1
Database
ISI
SICI code
1063-651X(200106)6306:6<2102:DFAWNI>2.0.ZU;2-B
Abstract
We discuss the link between uncorrelated noise and the Hurst exponent for o ne- and two-dimensional interfaces. We show that long range correlations ca nnot be observed using one-dimensional cuts through two-dimensional self-af fine surfaces whose height distributions are characterized by a Hurst expon ent H lower than-1/2. In this domain, fractional and white noise are not di stinguishable. A method analyzing the correlations in two dimensions is nec essary. For H>-1/2, a crossover regime leads to an systematic overestimate of the Hurst exponent.