SENSITIVE PARAMETER DEPENDENCE OF AUTOCORRELATION FUNCTION IN PIECEWISE LINEAR MAPS

DOI10.1142/S0218127407017768zbMath1185.37096OpenAlexW2098312507MaRDI QIDQ3498722

Anthony J. Lawrance, Alexander L. Baranovski

Publication date: 16 May 2008

Published in: International Journal of Bifurcation and Chaos (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1142/s0218127407017768

Mathematics Subject Classification ID

Strange attractors, chaotic dynamics of systems with hyperbolic behavior (37D45) Dynamical systems involving maps of the interval (37E05)

Related Items (2)

AN EFFICIENT AND ACCURATE METHOD FOR THE ESTIMATION OF ENTROPY AND OTHER DYNAMICAL INVARIANTS FOR PIECEWISE AFFINE CHAOTIC MAPS ⋮ Nonlinear Dynamics of Trajectories Generated by Fully-Stretching Piecewise Linear Maps

Cites Work

• Statistical Aspects of Chaotic Maps With Negative Dependence in a Communications Setting
• Curved Chaotic Map Time Series Models and Their Stochastic Reversals
• DESIGN OF ONE-DIMENSIONAL CHAOTIC MAPS WITH PRESCRIBED STATISTICAL PROPERTIES
• ON THE STRENGTH OF DEPENDENCE OF A TIME SERIES GENERATED BY A CHAOTIC MAP

This page was built for publication: SENSITIVE PARAMETER DEPENDENCE OF AUTOCORRELATION FUNCTION IN PIECEWISE LINEAR MAPS