# Method for generating long-range correlations for large systems.

@article{Makse1996MethodFG, title={Method for generating long-range correlations for large systems.}, author={Makse and Havlin and Schwartz and Stanley}, journal={Physical review. E, Statistical physics, plasmas, fluids, and related interdisciplinary topics}, year={1996}, volume={53 5}, pages={ 5445-5449 } }

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.

## 311 Citations

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We present the implementation of an algorithm to generate Gaussian random noises with prescribed time correlations that can be either long or short ranged. Examples of Langevin dynamics with short…

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We suggest a method for generation of random binary sequences of elements 0 and 1, with prescribed correlation properties. It is based on a modification of the widely used convolution method of…

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Role of short-range correlation in facilitation of wave propagation in a long-range ladder chain

- PhysicsPhysica A: Statistical Mechanics and its Applications
- 2018

Abstract We extend a new method for generating a random chain, which has a kind of short-range correlation induced by a repeated sequence while retaining long-range correlation. Three distinct…

Generation of long-range correlations in large systems as an optimization problem.

- Mathematics, MedicinePhysical review. E, Statistical, nonlinear, and soft matter physics
- 2006

This work formulate the problem of generating the long-range correlations as one of optimization, and utilize simulated annealing to generate a d-dimensional array which contains the correlations and honors the existing data.

Power-law correlated processes with asymmetric distributions.

- Mathematics, MedicinePhysical review. E, Statistical, nonlinear, and soft matter physics
- 2005

A stochastic process is proposed that can model power-law correlations together with an asymmetry in the probability distribution and is applied to air humidity data and finds that the statistical properties of the process are in a good agreement with those observed in the data.

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We study the Anderson localization in a potential landscape with long-range power-law correlations in one dimension. We find that, for energies E close to the band edge of the unperturbed energy…

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387 ͑1984͒. 53 5449 METHOD FOR GENERATING LONG-RANGE CORRELATIONS

- 387 ͑1984͒. 53 5449 METHOD FOR GENERATING LONG-RANGE CORRELATIONS