Abstract
We study the fluctuations in the correlation exponent obtained for correlated and noncorrelated sequences by mapping them into a one-dimensional random-walk model. We investigate, both numerically and analytically, the widely used technique of averaging over overlapping samples. An explicit quantitative measure for the reduction of the sample-to-sample fluctuations in the exponent due to this process is given, and the limits for which the results obtained are reliable are discussed.
| Original language | English |
|---|---|
| Pages (from-to) | R1005-R1008 |
| Journal | Physical Review E |
| Volume | 49 |
| Issue number | 2 |
| DOIs | |
| State | Published - 1994 |
| Externally published | Yes |