How to lose at Monte Carlo: a simple dynamical system whose typical statistical behavior is non computable

Abstract: We consider the simplest non-linear discrete dynamical systems, given by the logistic maps

f_{a} (x) = a x (1 - x)

of the interval

[0, 1]

. We show that there exist real parameters

a i n (0, 4)

for which almost every orbit of

f_{a}

has the same statistical distribution in

[0, 1]

, but this limiting distribution is not Turing computable. In particular, the Monte Carlo method cannot be applied to study these dynamical systems.

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