SENSITIVE PARAMETER DEPENDENCE OF AUTOCORRELATION FUNCTION IN PIECEWISE LINEAR MAPS
DOI10.1142/S0218127407017768zbMATH Open1185.37096OpenAlexW2098312507MaRDI QIDQ3498722FDOQ3498722
Authors: Alexander L. Baranovski, A. J. Lawrance 
Publication date: 16 May 2008
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/s0218127407017768
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- STATISTICAL DEPENDENCY IN CHAOS
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Strange attractors, chaotic dynamics of systems with hyperbolic behavior (37D45) Dynamical systems involving maps of the interval (37E05)
Cites Work
- DESIGN OF ONE-DIMENSIONAL CHAOTIC MAPS WITH PRESCRIBED STATISTICAL PROPERTIES
- ON THE STRENGTH OF DEPENDENCE OF A TIME SERIES GENERATED BY A CHAOTIC MAP
- Statistical aspects of chaotic maps with negative dependence in a communications setting
- Curved Chaotic Map Time Series Models and Their Stochastic Reversals
Cited In (3)
- Nonlinear dynamics of trajectories generated by fully-stretching piecewise linear maps
- An efficient and accurate method for the estimation of entropy and other dynamical invariants for piecewise affine chaotic maps
- Kendall's tau based correlation analysis of chaotic sequences generated by piecewise linear maps
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