Recurrence plots for the analysis of complex systems

N Marwan, MC Romano, M Thiel, J Kurths - Physics reports, 2007 - Elsevier
Recurrence is a fundamental property of dynamical systems, which can be exploited to
characterise the system's behaviour in phase space. A powerful tool for their visualisation …

Entry and return times distribution

NTA Haydn - Dynamical Systems, 2013 - Taylor & Francis
This paper reviews recent progress that has been made in the study of return times
distribution. We discuss recent results on the first return time for systems with various mixing …

[图书][B] Dimension and recurrence in hyperbolic dynamics

L Barreira - 2008 - Springer
The main objective of this book is to give a broad unified introduction to the study of
dimension and recurrence in hyperbolic dynamics. It includes a discussion of the …

[图书][B] Thermodynamic formalism and applications to dimension theory

L Barreira - 2011 - books.google.com
This self-contained monograph presents a unified exposition of the thermodynamic
formalism and some of its main extensions, with emphasis on the relation to dimension …

Recurrence, dimensions, and Lyapunov exponents

B Saussol, S Troubetzkoy, S Vaienti - Journal of Statistical Physics, 2002 - Springer
Recurrence, Dimensions, and Lyapunov Exponents Page 1 623 0022-4715/02/0200-0623/0
© 2002 Plenum Publishing Corporation Journal of Statistical Physics, Vol. 106, Nos. 3/4 …

Chaoticity versus stochasticity in financial markets: Are daily S&P 500 return dynamics chaotic?

M Vogl, PG Roetzel - Communications in Nonlinear Science and Numerical …, 2022 - Elsevier
In this paper, we empirically show the dynamics of daily wavelet-filtered (denoised) S&P 500
returns (2000–2020) to consist of an almost equally divided combination of stochastic and …

Distribution of full cylinders and the Diophantine properties of the orbits in -expansions

Y Bugeaud, BW Wang - Journal of Fractal Geometry, 2014 - ems.press
Letˇ> 1 be a real number. LetTˇdenote theˇ-transformation on Œ0; 1. A cylinder of order n is
a set of real numbers in Œ0; 1 having the same first n digits in their ˇ-expansion. A cylinder is …

Quantitative recurrence properties for beta-dynamical system

B Tan, BW Wang - Advances in Mathematics, 2011 - Elsevier
This note is concerned with the quantitative recurrence properties of beta dynamical system
([0, 1], Tβ) for general β> 1; the size of points with the prescribed recurrence rate is …

Dynamical Borel–Cantelli lemma for recurrence theory

M Hussain, B Li, D Simmons, B Wang - Ergodic Theory and …, 2022 - cambridge.org
We study the dynamical Borel–Cantelli lemma for recurrence sets in a measure-preserving
dynamical system with a compatible metric d. We prove that under some regularity …

Poincaré recurrence: old and new

L Barreira - XIVth International Congress on Mathematical Physics, 2006 - World Scientific
The classical theorem of Poincaré on recurrence only gives information of qualitative nature.
On the other hand it is clearly a matter of intrinsic difficulty and not of lack of interest that less …