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Statistics of return intervals in long-term correlated records

โœ Scribed by Eichner, Jan F.; Kantelhardt, Jan W.; Bunde, Armin; Havlin, Shlomo


Book ID
120435590
Publisher
The American Physical Society
Year
2007
Tongue
English
Weight
989 KB
Volume
75
Category
Article
ISSN
1063-651X

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Return intervals of rare events in recor
โœ Armin Bunde; Jan F. Eichner; Shlomo Havlin; Jan W. Kantelhardt ๐Ÿ“‚ Article ๐Ÿ“… 2004 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 276 KB

Many natural records exhibit long-term correlations characterized by a power-law decay of the auto-correlation function, C(s) โˆผ s -, with time lag s and correlation exponent 0 ยก ยก 1. We study, how the presence of such correlations a ects the statistics of the return intervals rq for events above a c