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Determinating Lyapunov exponents in deterministic dynamical systems

Author

Listed:
  • Michel Delecroix
  • Dominique Guegan

    (CREST - Centre de Recherche en Économie et Statistique - ENSAI - Ecole Nationale de la Statistique et de l'Analyse de l'Information [Bruz] - X - École polytechnique - ENSAE Paris - École Nationale de la Statistique et de l'Administration Économique - CNRS - Centre National de la Recherche Scientifique)

  • Guillaume Léorat

Abstract

In this paper, we estimate the Lyapunov exponent using an adapted nearest neighbord method. We justify our methodology using Monte Carlo methods, on the logistic function and the r-adic map.

Suggested Citation

  • Michel Delecroix & Dominique Guegan & Guillaume Léorat, 1997. "Determinating Lyapunov exponents in deterministic dynamical systems," Post-Print halshs-00196413, HAL.
    • Handle: RePEc:hal:journl:halshs-00196413
    as

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    Cited by:

    1. Dominique Guegan, 2009. "Chaos in Economics and Finance," PSE-Ecole d'économie de Paris (Postprint) halshs-00375713, HAL.

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