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Summary: arXiv:cond-mat/0111396v231Jan2003
Relation between Magnitude Series Correlations and Multifractal Spectrum Width
Yosef Ashkenazy1
, Shlomo Havlin2
, Plamen Ch. Ivanov1,3
,
Chung-K. Peng3
, Verena Schulte-Frohlinde1
, and H. Eugene Stanley1
1
Center for Polymer Studies and Department of Physics, Boston University, Boston, Massachusetts 02215, USA
2
Gonda-Goldschmied Center and Dept. of Physics, Bar-Ilan University, Ramat-Gan, Israel 3
Beth Israel Deaconess Medical
Center, Harvard Medical School, Boston,
Massachusetts 02215, USA
(February 3, 2003)
We study the correlation properties of long-range correlated time series, xi, with tunable corre-
lation exponent and built-in multifractal properties. For the cases we investigate we find that the
correlation exponent of the magnitude series, |xi+1 - xi|, is a monotonically increasing function of
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