Is the largest Lyapunov exponent preserved in embedded dynamics?

被引：8

作者：

Dechert, WD

Gençay, R ^{[1
]}

机构：

[1] Univ Windsor, Dept Econ Math & Stat, Windsor, ON N9B 3P4, Canada

[2] Univ Houston, Dept Econ, Houston, TX 77004 USA

[3] Bilkent Univ, Dept Econ, Bilkent, Turkey

来源：

PHYSICS LETTERS A | 2000年 / 276卷 / 1-4期

关键词：

D O I：

10.1016/S0375-9601(00)00657-5

中图分类号：

O4 [物理学];

学科分类号：

0702 ;

摘要：

The method of reconstruction for an n-dimensional system from observations is to form vectors of In consecutive observations, which for m > 2n, is generically an embedding. This is Takens' result. Our analytical examples show that it is possible to obtain spurious Lyapunov exponents that are even larger than the largest Lyapunov exponent of the original system. Therefore, we present examples where the largest Lyapunov exponent may not be preserved under Takens' embedding theorem. (C) 2000 Elsevier Science B.V. All rights reserved.

引用

页码：59 / 64

页数：6

共 22 条

[1]

Abarbanel HD., 1991, J NONLINEAR SCI, V1, P175, DOI 10.1007/BF01209065

[2] LYAPUNOV EXPONENTS IN CHAOTIC SYSTEMS - THEIR IMPORTANCE AND THEIR EVALUATION USING OBSERVED DATA [J].