On the Shroer-Sauer-Ott-Yorke predictability conjecture for time-delay embeddings (Q2118806)

\textit{F. Takens} [Lect. Notes Math. 898, 366--381 (1981; Zbl 0513.58032)] considered the following problem. Given a map \(T\colon X\to X\) on a `phase space' manifold \(X\), for fixed \(k\ge1\) consider the \(k\)-delay coordinate map \(\phi\colon X\to\mathbb{R}^{k}\) defined by \(\phi(x)=(h(x),h(Tx),\dots,h(T^{k-1}x))\) for an `observable' \(h\colon X\to\mathbb{R}\). The delay embedding theorem of Takens states (under hypotheses on the dynamics of \(T\)) that if \(k\) is large enough then \(\phi\) is an embedding (that is, injective) for a typical observable \(h\); the relationship between \(k\) and the dimension of the `strange attractor' hypothesised for \(T\) is related to embedding bounds coming from Whitney's embedding theorem. The work here is concerned with improvements to the bounds on \(k\), specifically a conjecture due to \textit{C. G. Schroer} et al. [``Predicting chaos most of the time from embeddings with self-intersections'', Phys. Rev. Lett. 80, No. 7, 1410--1413 (1998; \url{doi:10.1103/PhysRevLett.80.1410})], stating that when the initial point \(x\in X\) is chosen randomly according to a natural probability measure, then almost surely reconstruction of the original system can be generically achieved half the number of observations. Here the conjecture is proved for ergodic measures and generic smooth diffeomorphisms using a different way of measuring the dimension of the measure. An example of a \(C^{\infty}\) diffeomorphism and natural measure for which the conjecture as originally formulated cannot hold.