The Hurst Exponent and Long-time Correlation
G. Wang, G. Antar, P. Devynck · APS Division of Plasma Physics Meeting Abstracts · 2000
The rescaled range statistics (R/S) method is applied to the ion saturation current fluctuations measured by the Langmuir probe at the edge of Tore Supra [Equipe Tore Supra, in Proceedings of the 13th International Conference on Plasma Physics and Controlled Nuclear Fusion, Washington, 1990 (International Atomic Energy Agency, Vienna, 1991), Vol. 1, p. 549] 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 short-time correlation and no link to long times is found.