Abstract
We analyze the stochastic function where is a long-range correlated time series of length and is the moving average with window n. We argue that generates a stationary sequence of self-affine clusters with length lifetime and area s. The length and the area are related to the lifetime by the relationships and where and We also find that and s are power law distributed with exponents depending on H: and with and These predictions are tested by extensive simulations on series generated by the midpoint displacement algorithm of assigned Hurst exponent H (ranging from 0.05 to 0.95) of length up to and n up to
- Received 9 October 2003
DOI:https://doi.org/10.1103/PhysRevE.69.026105
©2004 American Physical Society