Markov Properties of Electrical Discharge Current Fluctuations in Plasma
Using the Markovian method, we study the stochastic nature of electrical discharge current fluctuations in plasma. Sinusoidal trends are extracted from the data set by the Fourier-Detrended Fluctuation analysis and consequently cleaned data is retrieved. We determine the Markov time scale of the detrended data set and show that it is almost a monotonic increasing function of discharge current intensity. We also estimate the Kramers-Moyal's coefficients of the discharge current and derive the corresponding Fokker-Planck equation. The obtained Langevin equation enables us to reconstruct discharge time series with similar statistical properties compared with the observed in the experiment. Finally the multifractal behavior of reconstructed time series using its Keramers-Moyal's coefficients and original data set are investigated.
View on arXiv