Is the largest Lyapunov exponent preserved in embedded dynamics?

dc.citation.epage	64	en_US
dc.citation.issueNumber	1-4	en_US
dc.citation.spage	59	en_US
dc.citation.volumeNumber	276	en_US
dc.contributor.author	Dechert W.Davis, Gençay, R.	en_US
dc.date.accessioned	2016-02-08T10:37:21Z
dc.date.available	2016-02-08T10:37:21Z
dc.date.issued	2000	en_US
dc.department	Department of Economics	en_US
dc.description.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.	en_US
dc.identifier.doi	10.1016/S0375-9601(00)00657-5	en_US
dc.identifier.issn	0375-9601
dc.identifier.uri	http://hdl.handle.net/11693/24990
dc.language.iso	English	en_US
dc.relation.isversionof	http://dx.doi.org/10.1016/S0375-9601(00)00657-5	en_US
dc.source.title	Physics Letters, Section A: General, Atomic and Solid State Physics	en_US
dc.subject	algorithm	en_US
dc.subject	article	en_US
dc.subject	dynamics	en_US
dc.subject	mathematical analysis	en_US
dc.subject	measurement	en_US
dc.subject	space	en_US
dc.title	Is the largest Lyapunov exponent preserved in embedded dynamics?	en_US
dc.type	Article	en_US

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