2010
DOI: 10.1080/10236190902766843
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Randomness in deterministic difference equations

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Cited by 8 publications
(7 citation statements)
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“…The map g again has an attracting cycle, but of period 3; let it be denoted by {γ 1 , γ 2 , γ 3 }. 5 The basin of this cycle is formally written in the same 5 The numerical values of β1, β2 and γ1, γ2, γ3 can be found as being the zeros of form as previously: I \ D(g), but now the separator has a much more complicated structure: D(g) is a Cantor-like set. For every point z ∈ D(g), z ≠ − α 0 , α 0 , its neighborhood expands in the limit to the interval [λ, λ+λ 2 ].…”
Section: Periodicity In the Asymptotic Dynamics Of Solutionsmentioning
confidence: 99%
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“…The map g again has an attracting cycle, but of period 3; let it be denoted by {γ 1 , γ 2 , γ 3 }. 5 The basin of this cycle is formally written in the same 5 The numerical values of β1, β2 and γ1, γ2, γ3 can be found as being the zeros of form as previously: I \ D(g), but now the separator has a much more complicated structure: D(g) is a Cantor-like set. For every point z ∈ D(g), z ≠ − α 0 , α 0 , its neighborhood expands in the limit to the interval [λ, λ+λ 2 ].…”
Section: Periodicity In the Asymptotic Dynamics Of Solutionsmentioning
confidence: 99%
“…In its general sense, the self-stochasticity concept means that the asymptotic dynamics of a deterministic chaotic system can be described in probability terms [2,5]. As regards (23), self-stochasticity consists in the existence of solutions that "go" beyond the predictability horizon but whose behavior is asymptotically accurately described by some random processes.…”
Section: Self-stochasticity Propertymentioning
confidence: 99%
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“…The map F has a smooth ergodic invariant measure concentrated on {I 1 , I 2 }, which, in addition, has the intermixing property. Therefore, reasoning from the method developed in [5,8], we can safely state that the long-term behavior of a chaotic solution of the BVP (8), (9) is described with a certain random process, defined in terms of the invariant measure of F . More specifically, the averaged finite-dimensional distributions of the solution are close to the corresponding proper (non-averaged) finite-dimensional distributions of the random process when time is large.…”
Section: Solutions Of the Bvp: Constructing And Propertiesmentioning
confidence: 99%
“…For instance, if f (z) = z(1 − z) and ln 3 < a ≤ ln 4 in (2), (3), then all the nonstationary solutions approach (in Hausdorff metric for graphs) to upper semicontinuous functions and exhibit the cascade process of emergence of self-similar spatial-temporal structures; moreover, if the map z → e a z(1 − z) has a smooth invariant measure, then the cascade process results in the self-stochasticity phenomenon -the behavior of solutions becomes unpredictable with time but it can be described with a certain random process (see [7,8] for a fuller treatment).…”
mentioning
confidence: 99%