Is the largest Lyapunov exponent preserved in embedded dynamics?

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dc.citation.epage64en_US
dc.citation.issueNumber1-4en_US
dc.citation.spage59en_US
dc.citation.volumeNumber276en_US
dc.contributor.authorDechert W.Davis, Gençay, R.en_US
dc.date.accessioned2016-02-08T10:37:21Z
dc.date.available2016-02-08T10:37:21Z
dc.date.issued2000en_US
dc.departmentDepartment of Economicsen_US
dc.description.abstractThe 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.description.provenanceMade available in DSpace on 2016-02-08T10:37:21Z (GMT). No. of bitstreams: 1 bilkent-research-paper.pdf: 70227 bytes, checksum: 26e812c6f5156f83f0e77b261a471b5a (MD5) Previous issue date: 2000en
dc.identifier.doi10.1016/S0375-9601(00)00657-5en_US
dc.identifier.issn0375-9601
dc.identifier.urihttp://hdl.handle.net/11693/24990
dc.language.isoEnglishen_US
dc.relation.isversionofhttp://dx.doi.org/10.1016/S0375-9601(00)00657-5en_US
dc.source.titlePhysics Letters, Section A: General, Atomic and Solid State Physicsen_US
dc.subjectalgorithmen_US
dc.subjectarticleen_US
dc.subjectdynamicsen_US
dc.subjectmathematical analysisen_US
dc.subjectmeasurementen_US
dc.subjectspaceen_US
dc.titleIs the largest Lyapunov exponent preserved in embedded dynamics?en_US
dc.typeArticleen_US

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