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Detection of a long-range time dependence in the radial cross-correlation function is normally difficult because of the oscillatory behavior of the cross-correlation tail, its low level of coherence, and noise contamination. This problem persists, even with large statistical samples. In this paper, a method for investigating long-range dependence in a single time series is extended to the calculation of the cross-correlation function. With this method and for time series with long-range time correlations, the accuracy of the determination of the cross-correlation function for long time lags is improved. The method is tested by applying it to fractional Gaussian noise and to the fluxes in a running sandpile model. This analysis technique can be applied to the detection of avalanche-type transport in magnetic confinement devices. {copyright} {ital 1999 American Institute of Physics.}
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| Authors: |
Carreras, B.A.;
Newman, D.E. [Oak Ridge National Laboratory, Oak Ridge, Tennessee 37831-8070 (United States)];
van Milligen, B.P.;
Hidalgo, C. [Asociacion Euratom-Ciemat, 28040 Madrid (Spain)]
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| Publication Date: | 1999 Feb 01 |
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| OSTI Identifier: | 295517 |
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| Resource Type: | Journal Article |
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| Resource Relation: | Journal Name: Physics of Plasmas; Journal Volume: 6; Journal Issue: 2; Other Information: PBD: Feb 1999 |
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| Country of Publication: | United States |
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| Language: | English |
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| Format: | Size: pp. 485-494 |
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| Other Number(s): | Journal ID: PHPAEN; ISSN 1070-664X; TRN: 99:001714 |
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| Subject: | 70 PLASMA PHYSICS AND FUSION; CHARGED-PARTICLE TRANSPORT THEORY; CORRELATIONS; NOISE; PLASMA; FLUCTUATIONS |
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| Update Date: | 2009 Dec 16 |
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