Is the largest Lyapunov exponent preserved in embedded dynamics?

Date
2000
Authors
Dechert W.Davis, Gençay, R.
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Source Title
Physics Letters, Section A: General, Atomic and Solid State Physics
Print ISSN
0375-9601
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Volume
276
Issue
1-4
Pages
59 - 64
Language
English
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Abstract

The method of reconstruction for an n-dimensional system from observations is to form vectors of m 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.

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