Intermittency induced long-range cross-correlations

Abstract

Cross-correlations are usually considered to emerge through interaction between particles. Here we present a mechanism capable to generate 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, providing laminar and stochastic phases of motion. We have strong indications that the divergence of the mean residence time in the laminar phase of the single particle motion - sporadic dynamics - is a sufficient condition for the emergence of long-range cross-correlations. We argue that this mechanism may be relevant for the occurrence of collective behaviour in critical systems.