The Hurst exponent and long-time correlation
The rescaled range statistics method is applied to the ion saturation current fluctuations measured by the Langmuir probe at the edge of the tore Supra to evaluate the Hurst exponent. Data block randomization is carried out to the data sets in order to investigate the relationship between the Hurst exponent and long-time correlation. It is observed that H is well above 0.5 in the long time self similar range. However, it is found that the information which leads to H>0.5 is totally contained in the hort time correlation and no link to long times is found.
Bibliographic Reference: Article: Physics of Plasmas, 7(2000)4, 1181-1183
Record Number: 200011972 / Last updated on: 2000-05-12
Original language: en
Available languages: en