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Non-Gaussian Fluctuations of Local Lyapunov Exponents at Intermittency

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Abstract

In intermittent dynamical systems, the distributions of local Lyapunov exponents are markedly non-Gaussian and tend to be asymmetric and fat-tailed. A comparative analysis of the different time-scales in intermittency provides a heuristic explanation for the origin of the exponential tails, for which we also obtain an analytic expression deriving from a more quantitative theory. Application is made to several examples of discrete dynamical systems displaying intermittent dynamics.

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Datta, S., Ramaswamy, R. Non-Gaussian Fluctuations of Local Lyapunov Exponents at Intermittency. Journal of Statistical Physics 113, 283–295 (2003). https://doi.org/10.1023/A:1025783023529

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  • DOI: https://doi.org/10.1023/A:1025783023529

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