  Using the Markovian method, we study the stochastic nature of electrical
discharge current fluctuations in the Helium 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 by using likelihood analysis. We also estimate the
Kramers-Moyal's coefficients of the discharge current fluctuations and derive
the corresponding Fokker-Planck equation. In addition, the obtained Langevin
equation enables us to reconstruct discharge time series with similar
statistical properties compared with the observed in the experiment. We also
provide an exact decomposition of temporal correlation function by using
Kramers-Moyal's coefficients. We show that for the stationary time series, the
two point temporal correlation function has an exponential decaying behavior
with a characteristic correlation time scale. Our results confirm that, there
is no definite relation between correlation and Markov time scales. However
both of them behave as monotonic increasing function of discharge current
intensity. Finally to complete our analysis, the multifractal behavior of
reconstructed time series using its Keramers-Moyal's coefficients and original
data set are investigated. Extended self similarity analysis demonstrates that
fluctuations in our experimental setup deviates from Kolmogorov (K41) theory
for fully developed turbulence regime.
