Determinating Lyapunov exponents in deterministic dynamical systems

Michel Delecroix, Dominique Guegan () and Guillaume Léorat
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Dominique Guegan: CREST - Centre de Recherche en Économie et Statistique - ENSAI - Ecole Nationale de la Statistique et de l'Analyse de l'Information [Bruz] - X - École polytechnique - IP Paris - Institut Polytechnique de Paris - ENSAE Paris - École Nationale de la Statistique et de l'Administration Économique - IP Paris - Institut Polytechnique de Paris - CNRS - Centre National de la Recherche Scientifique

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Abstract: In this paper, we estimate the Lyapunov exponent using an adapted nearest neighbord method. We justify our methodology using Monte Carlo methods, on the logistic function and the r-adic map.

Keywords: Statistical simulation methods; Lyapunov exponent; Monte Carlo methods (search for similar items in EconPapers)
Date: 1997
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Published in Computational Statistics, 1997, 12 (1), pp.93-107

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Persistent link: https://EconPapers.repec.org/RePEc:hal:journl:halshs-00196413

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