Analyzing long-range correlations in finite sequences

N. Shnerb*, E. Eisenberg

*Corresponding author for this work

Research output: Contribution to journalArticlepeer-review


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 languageEnglish
Pages (from-to)R1005-R1008
JournalPhysical Review E
Issue number2
StatePublished - 1994
Externally publishedYes


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