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Deterministic Chaos

  • Kung-Sik Chan
  • Howell Tong
Part of the Springer Series in Statistics book series (SSS)

Abstract

Deterministic chaos has been rigorously and extensively studied by mathematicians and scientists. However, the focus of our book is on the interface between statistics and chaos. Thus, instead of presenting a formal account here, we shall adopt an informal approach in which we illustrate some basic concepts of deterministic chaos through a few examples. A more systematic account is relegated to Appendix A for interested readers. Because the nonlinear dynamics literature is growing almost exponentially, we must stress that, as far as this area is concerned, what we shall present in our book may be regarded as the very minimum coverage. For further coverage, readers may refer to Alligood et al. (1997), Kantz and Schreiber (1997) and others; see the Notes at the end of this chapter. These concepts will be used to motivate Chapter 3, which addresses stochastic processes.

Keywords

Lyapunov Exponent Stationary Distribution Marginal Distribution Correlation Dimension Trapping Region 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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Copyright information

© Springer Science+Business Media New York 2001

Authors and Affiliations

  • Kung-Sik Chan
    • 1
  • Howell Tong
    • 2
    • 3
  1. 1.Department of Statistics and Actuarial ScienceThe University of IowaIowa CityUSA
  2. 2.Department of StatisticsThe London School of Economics and Political ScienceLondonUK
  3. 3.The University of Hong KongHong Kong

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