TY - JOUR
T1 - Novel method for generating long-range correlations
AU - Makse, Hernán
AU - Havlin, Shlomo
AU - Stanley, H. Eugene
AU - Schwartz, Moshe
PY - 1995
Y1 - 1995
N2 - We propose an algorithm to generate a sequence of numbers with long-range power-law correlations which is well-suited for large systems. Starting with a set of random uncorrelated variables, we modify its Fourier transform to get a new sequence with long-range correlations. By mapping the variables to a one dimensional random walk problem we find analytical and numerical evidence of the existence of correlations in the whole system. We exemplify the method by applying it to a generalized percolation problem where the occupancy variables are generated from a long-range correlated sequence.
AB - We propose an algorithm to generate a sequence of numbers with long-range power-law correlations which is well-suited for large systems. Starting with a set of random uncorrelated variables, we modify its Fourier transform to get a new sequence with long-range correlations. By mapping the variables to a one dimensional random walk problem we find analytical and numerical evidence of the existence of correlations in the whole system. We exemplify the method by applying it to a generalized percolation problem where the occupancy variables are generated from a long-range correlated sequence.
UR - http://www.scopus.com/inward/record.url?scp=5644261599&partnerID=8YFLogxK
U2 - 10.1016/0960-0779(95)80035-F
DO - 10.1016/0960-0779(95)80035-F
M3 - ???researchoutput.researchoutputtypes.contributiontojournal.article???
AN - SCOPUS:5644261599
SN - 0960-0779
VL - 6
SP - 295
EP - 303
JO - Chaos, Solitons and Fractals
JF - Chaos, Solitons and Fractals
IS - C
ER -