Is the largest Lyapunov exponent preserved in embedded dynamics?

Citation
Wd. Dechert et R. Gencay, Is the largest Lyapunov exponent preserved in embedded dynamics?, PHYS LETT A, 276(1-4), 2000, pp. 59-64
Citations number
22
Categorie Soggetti
Physics
Journal title
PHYSICS LETTERS A
ISSN journal
03759601 → ACNP
Volume
276
Issue
1-4
Year of publication
2000
Pages
59 - 64
Database
ISI
SICI code
0375-9601(20001030)276:1-4<59:ITLLEP>2.0.ZU;2-D
Abstract
The method of reconstruction for an n-dimensional system from observations is to form vectors of In consecutive observations, which for m > 2n, is gen erically an embedding. This is Takens' result. Our analytical examples show that it is possible to obtain spurious Lyapunov exponents that are even la rger than the largest Lyapunov exponent of the original system. Therefore, we present examples where the largest Lyapunov exponent may not be preserve d under Takens' embedding theorem. (C) 2000 Elsevier Science B.V. All right s reserved.