Long-range time dependence in the cross-correlation function

Journal Article · Mon Feb 01 00:00:00 EST 1999 · Physics of Plasmas

DOI:https://doi.org/10.1063/1.873192· OSTI ID:295517

Carreras, B A; Newman, D E ^[1]; van Milligen, B P; Hidalgo, C ^[2]

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1. Oak Ridge National Laboratory, Oak Ridge, Tennessee 37831-8070 (United States)
2. Asociacion Euratom-Ciemat, 28040 Madrid (Spain)

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.}

• OSTI ID: 295517
• Journal Information: Physics of Plasmas, Vol. 6, Issue 2; Other Information: PBD: Feb 1999
• Country of Publication: United States
• Language: English

Related Subjects

70 PLASMA PHYSICS AND FUSION
CHARGED-PARTICLE TRANSPORT THEORY
CORRELATIONS
NOISE
PLASMA
FLUCTUATIONS