Our aim in this chapter is mostly to describe measurement techniques which have a solid theoretical background. As usual, in Nature, one has no way of knowing whether the necessary mathematical assumptions are satisfied by a given system. But it turns out that it is very useful, in concrete examples, to act “as if” they were true. We do not enter into the many details which have been studied in the experimental-theoretical literature, such as optimal methods to work with not so abundant data, nonlinear fits to discover the evolution equations, and the like. There is a large literature on this subject; see e.g. (Grassberger, Schreiber, and Schaffrath 1991) and references therein.
KeywordsCorrelation Function Phase Space Lyapunov Exponent Invariant Measure Ergodic Theorem
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