Analyzing Long-range Correlations in Finite Sequences
N. Shnerb, E. Eisenberg
Physical Review E 49(2), R1005--R1008 (1995)
Abstract
We study the fluctuations in the correlation exponent
obtained for correlated and noncorrelated sequences
by mapping them into a one-dimensional random-walk
model. We investigate, both numerically and analytically,
the widely used technique of averaging over overlapping
samples. An explicit quantitative measure for the
reduction of the sample-to-sample fluctuations in the
exponent due to this process is given, and the limits for
which the results obtained are reliable are discussed.
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