Estimating the Correlation Dimension from a Chaotic System with Dynamic Noise
نویسندگان
چکیده
منابع مشابه
Estimating the Correlation Dimension from a Chaotic System with Dynamic Noise
where F (x) = t(F (x), x1, . . . , xd−1) for x = (x1, x2, . . . , xd). Assuming Y t ∈ Ω for closed Ω ⊆ R and also assuming the ergodicity of {Y t}, we formulate the system as (Ω,F , μ,F ), where F is the completion of the Borel σ-field with respect to μ, and μ is an invariant measure, i.e. μ(F−1A) = μ(A) for A ∈ F . See Carlsson (2002) for a description of the sufficient conditions for the exis...
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ژورنال
عنوان ژورنال: JOURNAL OF THE JAPAN STATISTICAL SOCIETY
سال: 2005
ISSN: 1348-6365,1882-2754
DOI: 10.14490/jjss.35.287