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A universal mechanism for long-range cross-correlations

Diakonos, F. K.; Karlis, A. K.; Schmelcher, P.

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F. K. Diakonos

A. K. Karlis

P. Schmelcher


Cross-correlations are thought to emerge through interaction between particles. Here we present a universal dynamical mechanism capable of generating power-law cross-correlations between non-interacting particles exposed to an external potential. This phenomenon can occur as an ensemble property when the external potential induces intermittent dynamics of Pomeau-Manneville type, providing laminar and stochastic phases of motion in a system with a large number of particles. In this case, the ensemble of particle-trajectories forms a random fractal in time. The underlying statistical self-similarity is the origin of the observed power-law cross-correlations. Furthermore, we have strong indications that a sufficient condition for the emergence of these long-range cross-correlations is the divergence of the mean residence time in the laminar phase of the single particle motion (sporadic dynamics). We argue that the proposed mechanism may be relevant for the occurrence of collective behaviour in critical systems. © Copyright EPLA, 2014.


Diakonos, F. K., Karlis, A. K., & Schmelcher, P. (2014). A universal mechanism for long-range cross-correlations. EPL, 105(2), 26004.

Journal Article Type Article
Acceptance Date Jan 16, 2014
Publication Date Jan 1, 2014
Deposit Date May 3, 2018
Publicly Available Date May 3, 2018
Journal EPL
Print ISSN 0295-5075
Electronic ISSN 1286-4854
Publisher EPL Association
Peer Reviewed Peer Reviewed
Volume 105
Issue 2
Pages 26004
Keywords universal mechanism, long-range, cross-correlations
Public URL
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