Showing 1 - 6 of 6
This paper introduces the truncator map as a dynamical system on the space of configurations of an interacting particle system. We represent the symbolic dynamics generated by this system as a non-commutative algebra and classify its periodic orbits using properties of endomorphisms of the...
Persistent link: https://www.econbiz.de/10010874844
Iterated function systems make up an interesting class of stochastic processes which are useful for many types of stochastic modeling. In this paper we review and slightly generalize a contractivity condition guaranteeing uniqueness of invariant measures. Also, we examine how the invariant...
Persistent link: https://www.econbiz.de/10005370709
Persistent link: https://www.econbiz.de/10014228398
Fractal geometry plays an important role in the contemporary science. In some sense, objects with integer dimension are partial cases of the more general realm of entities having a ragged shape and fractional dimension. Fractals of a broad class are described by deterministic iterated function...
Persistent link: https://www.econbiz.de/10010748480
The yuan-dollar returns prior to the 2005 revaluation show a Sierpinski triangle in an iterated function system clumpiness test. Yet the fractal vanishes after the revaluation. The Sierpinski commonly emerges in the chaos game, where randomness coexists with deterministic rules (M.F. Barnsley,...
Persistent link: https://www.econbiz.de/10010590699
This work presents a novel method of reconstructing some relevant characteristics of exchange rate time series by the superposition of two components: a mostly deterministic one, the chaos game as expressed by the Yuan/USD exchange rate and a purely stochastic one, Gaussian white noise. We...
Persistent link: https://www.econbiz.de/10010591801