Lyapunov Spectral Analysis on Random Data

DOI10.1142/S0218127497001011MaRDI QIDQ4393551zbMATH OpenOpenAlexFDO

Authors Tohru Ikeguchi, Kazuyuki Aihara

Publication date 2 February 1999

Published in International Journal of Bifurcation and Chaos in Applied Sciences and Engineering (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1142/s0218127497001011

zbMATH Keywords

Ljapunov spectral analysisrandom time series

Mathematics Subject Classification ID

Ergodic theorems, spectral theory, Markov operators (37A30)

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Cited in

(2)

• Analysis of positive Lyapunov exponents from random time series
• APPLYING THE METHOD OF SMALL–SHUFFLE SURROGATE DATA: TESTING FOR DYNAMICS IN FLUCTUATING DATA WITH TRENDS

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