Distinguishing fractional and white noise in one and two dimensions

Phys Rev E Stat Nonlin Soft Matter Phys. 2001 Jun;63(6 Pt 1):062102. doi: 10.1103/PhysRevE.63.062102. Epub 2001 May 24.

Abstract

We discuss the link between uncorrelated noise and the Hurst exponent for one- and two-dimensional interfaces. We show that long range correlations cannot be observed using one-dimensional cuts through two-dimensional self-affine surfaces whose height distributions are characterized by a Hurst exponent H lower than -1/2. In this domain, fractional and white noise are not distinguishable. A method analyzing the correlations in two dimensions is necessary. For H>-1/2, a crossover regime leads to an systematic overestimate of the Hurst exponent.