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Method for generating long-range correlations for large systems

Hernán A. MakseCenter for Polymer Studies and Department of Physics, Boston University, Boston, Massachusetts 02215Shlomo HavlinCenter for Polymer Studies and Department of Physics, Boston University, Boston, Massachusetts 02215Moshe SchwartzDepartment of Physics, Bar-Ilan University, Ramat-Gan, IsraelH. Eugene StanleyCenter for Polymer Studies and Department of Physics, Boston University, Boston, Massachusetts 02215
1996en
ABI

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We propose a method to generate a sequence of random numbers with long-range power-law correlations that overcomes known difficulties associated with large systems. The 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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