Comparing random and deterministic time series (Q1341527)
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scientific article; zbMATH DE number 707377
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Comparing random and deterministic time series |
scientific article; zbMATH DE number 707377 |
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Comparing random and deterministic time series (English)
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13 June 1995
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This paper discusses the question of distinguishing the output of a stochastic process from a deterministic process. A theorem is described which claims that any processes in a certain class of deterministic chaotic process is, in fact, indistinguishable from a ``purely random'' process -- that is, a particular Markov process.
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time series
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stationary process
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deterministic chaotic processes
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Markov process
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