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Method for Generating Long-Range Correlations for Large Systems

Hernán A. Makse·Shlomo Havlin·Moshe Schwartz·H. Eugene Stanley
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Abstract

We propose a new method to generate a sequence of random numbers with long-range power-law correlations that overcomes known difficulties associated with large systems. The new method presents an improvement on the commonly-used methods. We apply the algorithm to generate enhanced diffusion, isotropic and anisotropic self-affine surfaces, and isotropic and anisotropic correlated percolation.

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Hernán A. Makse, Shlomo Havlin, Moshe Schwartz, H. Eugene Stanley. 1995-12-04. Method for Generating Long-Range Correlations for Large Systems. https://doi.org/10.1103/physreve.53.5445

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