Theiler, James and Smith, Leonard A. (1995) Anomalous convergence of Lyapunov exponent estimates. Physical Review E, 51 (4). pp. 3738-3741. ISSN 2470-0045
Full text not available from this repository.Abstract
Numerical experiments reveal that estimates of the Lyapunov exponent for the logistic map xt+1=f(xt)=4xt(1-xt) 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/ √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.
| Item Type: | Article |
|---|---|
| Official URL: | http://dx.doi.org/10.1103/PhysRevE.51.3738 |
| Additional Information: | © 1995 The American Physical Society |
| Divisions: | Centre for Analysis of Time Series Statistics |
| Subjects: | Q Science > QA Mathematics Q Science > QC Physics |
| Date Deposited: | 26 Jan 2009 16:34 |
| Last Modified: | 03 Jan 2024 00:18 |
| URI: | http://eprints.lse.ac.uk/id/eprint/22254 |
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