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.
Publié le : 1997-07-05
Classification:
Statistical simulation methods,
Lyapunov exponent,
Monte Carlo methods,
[SHS.ECO]Humanities and Social Sciences/Economies and finances,
[MATH.MATH-PR]Mathematics [math]/Probability [math.PR],
[MATH.MATH-ST]Mathematics [math]/Statistics [math.ST],
[MATH.MATH-DS]Mathematics [math]/Dynamical Systems [math.DS]
@article{halshs-00196413,
author = {Delecroix, Michel and Guegan, Dominique and L\'eorat, Guillaume},
title = {Determinating Lyapunov exponents in deterministic dynamical systems},
journal = {HAL},
volume = {1997},
number = {0},
year = {1997},
language = {en},
url = {http://dml.mathdoc.fr/item/halshs-00196413}
}