On the spectral density of a class of chaotic time series

Artur Lopes, Selvia Lopes and Rafael R. Souza

Journal of Time Series Analysis, 1997, vol. 18, issue 5, 465-474

Abstract: The purpose of this paper is to show explicitly the spectral density function of the stationary stochastic process determined by a certain class of two‐dimensional maps Fα defined below (α is a parameter in (0, 1)), the random variable φ(x, y) = x and the invariant probability described below. We first define the transformation Tα: [0, 1]←[0, 1] given by T α(x) = {x/α if 0 ≤x

Date: 1997
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