The initial state, about which there is usually very little direct experimental information, leads to significant fluctuations in the distribution of secondary particles and fragments. In this paper, to estimate the initial state the fragmentation parameters of interacting nuclei are analyzed. To investigate the correlations, the Hurst method is used. A detailed study of event-by-event pseudo-rapidity correlations in terms of the Hurst index, multiplicity of secondary particles and target dependence has been carried out for heavy (AgBr) and light (HCNO) targets present in the nuclear emulsion (NIKFI BR-2) using Au-197 projectiles at 10.6 A GeV. Evidences of short-range particle correlations and cluster formation in the pseudo-rapidity space are found from our analysis. The total ensemble of events has been divided into four classes depending on the behavior of Hurst index: uncorrelated, with short-range correlations, with long-range correlations and mixed. Events of various types differ significantly in the multiplicity of secondary particles, fragmentation of the projectile nucleus, and have significant differences in the pseudo-rapidity distribution of secondary particles.