Determinating Lyapunov exponents in deterministic dynamical systems

Michel Delecroix , Dominique Guegan (1) , Guillaume Léorat

1 CREST - Centre de Recherche en Économie et Statistique

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.

Mots clés: Statistical simulation methods; Lyapunov exponent; Monte Carlo methods

Domaines: Economies et finances; Probabilités [math.PR]; Statistiques [math.ST]; Systèmes dynamiques [math.DS]

Michel Delecroix, Dominique Guegan, Guillaume Léorat. Determinating Lyapunov exponents in deterministic dynamical systems. Computational Statistics, 1997, 12 (1), pp.93-107. ⟨halshs-00196413⟩