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The Hurst exponent and long-time correlation

Authors: Guiding Wang; G. Antar; P. Devynck;

The Hurst exponent and long-time correlation

Abstract

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 Supra [Equipe Tore Supra, in Proceedings of the 13th International Conference on Plasma Physics and Controlled Nuclear Fusion, Washington, 1990 (International Atomic Energy Agency, Vienna, 1991), Vol. 1, p. 549] to evaluate the Hurst exponent. Data block randomization is carried out to the data sets in 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 to long times is found.

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selected citations
These citations are derived from selected sources.
This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Citations provided by BIP!
popularity
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
BIP!Popularity provided by BIP!
influence
This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Influence provided by BIP!
impulse
This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
BIP!Impulse provided by BIP!
26
Top 10%
Top 10%
Average
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