Plasma fluctuations as Markovian noise
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Noise theory is used to study the correlations of stationary Markovian fluctuations that are homogeneous and isotropic in space. The relaxation of the fluctuations is modeled by the diffusion equation. The spatial correlations of random fluctuations are modeled by the exponential decay. Based on these models, the temporal correlations of random fluctuations, such as the correlation function and the power spectrum, are calculated. We find that the diffusion process can give rise to the decay of the correlation function and a broad frequency spectrum of random fluctuations. We also find that the transport coefficients may be estimated by the correlation length and the correlation time. The theoretical results are compared with the observed plasma density fluctuations from the tokamak and helimak experiments.