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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.
Makse et al. (Wed,) studied this question.
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