Anomalous convergence of Lyapunov exponent estimates.

نویسندگان

  • Theiler
  • Smith
چکیده

Numerical experiments reveal that estimates of the Lyapunov exponent for the logistic map x t+1 = f(x t) = 4x t (1 ? x t) are anomalously precise: they are distributed with a standard deviation that scales as 1=N, where N is the length of the trajectory, not as 1= p N, the scaling expected from an informal interpretation of the central limit theorem. We show that this anomalous convergence follows from the fact that the logistic map is conjugate to a constant-slope map. The Lyapunov estimator is just one example of a \chaotic walk;" we show that whether or not a general chaotic walk exhibits anomalously small variance depends only on the autocorrelation of the chaotic process.

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عنوان ژورنال:
  • Physical review. E, Statistical physics, plasmas, fluids, and related interdisciplinary topics

دوره 51 4  شماره 

صفحات  -

تاریخ انتشار 1995