According to Sitecore CMS 6.5 & DMS 2.0 Engagement Analytics Configuration Reference Guide
SC_ANALYTICS_GLOBAL_COOKIE
: To identify repeat visits from a single user, Sitecore sends a persistent session cookie to the web client. The name of the persistent session cookie is SC_ANALYTICS_GLOBAL_COOKIE. The persistent session cookie expires one year after the last page requested from the solution by the web client.
SC_ANALYTICS_SESSION_COOKIE
: To identify a sequence of HTTP requests from a single user, Sitecore sends an Engagement Analytics session cookie to the web client. The name of the session cookie is SC_ANALYTICS_SESSION_COOKIE. The value of the analytics session cookie before the first pipe character ("|") matches a value in the VisitId column of the Visits table to identify an analytics visit record in the Analytics database. This cookie expires when the user closes the Web client.