Properties of distributions and correlation integrals for generalised versions of the logistic map
We study a generalised version of the logistic map of the unit interval in which the point is taken to . Here, is a parameter of the map, which has received attention only when and . We obtain the invariant density when , and derive properties of invariant distributions in all other cases. These are obtained by a mixture of analytic and numerical argument. In particular, we develop a technique for combining "parametric" information, available from the functional form of the map, with "non-parametric" information, from a Monte Carlo study. Properties of the correlation integral under the invariant distribution are also derived. It is shown that classical behaviour of this test statistic, which demands that the logarithm of the integral have slope equal to the lag, is valid if and only if .
Year of publication: |
1998
|
---|---|
Authors: | Hall, Peter ; Wolff, Rodney Carl |
Published in: |
Stochastic Processes and their Applications. - Elsevier, ISSN 0304-4149. - Vol. 77.1998, 1, p. 123-137
|
Publisher: |
Elsevier |
Keywords: | Chaos Correlation integral Invariant distribution Logistic map |
Saved in:
Online Resource
Saved in favorites
Similar items by person
-
Technopoles of the world : the making of 21st century industrial complexes
Castells, Manuel, (1994)
-
Hall, Peter, (1994)
-
Estimating a bivariate density when there are extra data on one or both components
Hall, Peter, (2005)
- More ...