Literature DB >> 11415147

Distinguishing fractional and white noise in one and two dimensions.

A Hansen1, J Schmittbuhl, G G Batrouni.   

Abstract

We discuss the link between uncorrelated noise and the Hurst exponent for one- and two-dimensional interfaces. We show that long range correlations cannot be observed using one-dimensional cuts through two-dimensional self-affine surfaces whose height distributions are characterized by a Hurst exponent H lower than -1/2. In this domain, fractional and white noise are not distinguishable. A method analyzing the correlations in two dimensions is necessary. For H>-1/2, a crossover regime leads to an systematic overestimate of the Hurst exponent.

Year:  2001        PMID: 11415147     DOI: 10.1103/PhysRevE.63.062102

Source DB:  PubMed          Journal:  Phys Rev E Stat Nonlin Soft Matter Phys        ISSN: 1539-3755


  1 in total

1.  Contrasting scaling properties of interglacial and glacial climates.

Authors:  Zhi-Gang Shao; Peter D Ditlevsen
Journal:  Nat Commun       Date:  2016-03-16       Impact factor: 14.919

  1 in total

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