Related papers: Prediction of dynamical systems from time-delayed …

Shroer, Sauer, Ott and Yorke conjectured in 1998 that the Takens delay embedding theorem can be improved in a probabilistic context. More precisely, their conjecture states that if $\mu$ is a natural measure for a smooth diffeomorphism of a…

We study the problem of reconstructing and predicting the future of a dynamical system by the use of time-delay measurements of typical observables. Considering the case of too few measurements, we prove that for Lipschitz systems on…

Let $X \subset \mathbb{R}^N$ be a Borel set, $\mu$ a Borel probability measure on $X$ and $T:X \to X$ a Lipschitz and injective map. Fix $k \in \mathbb{N}$ greater than the (Hausdorff) dimension of $X$ and assume that the set of…

We study regularity of the time-delayed coordinate maps \[\phi_{h,k}(x) = (h(x), h(Tx), \ldots, h(T^{k-1}x))\] for a diffeomorphism $T$ of a compact manifold $M$ and smooth observables $h$ on $M$. Takens' embedding theorem shows that if $k…

The celebrated Takens' embedding theorem provides a theoretical foundation for reconstructing the full state of a dynamical system from partial observations. However, the classical theorem assumes that the underlying system is deterministic…

While invariant measures are widely employed to analyze physical systems when a direct study of pointwise trajectories is intractable, e.g., due to chaos or noise, they cannot uniquely identify the underlying dynamics. Our first result…

Delay coordinates are a widely used technique to pass from observations of a dynamical system to a representation of the dynamical system as an embedding in Euclidean space. Current proofs show that delay coordinates of a given dynamical…

In a previous work we proved that if a finite Borel measure $\mu$ in a Euclidean space has Hausdorff dimension smaller than a positive integer $k$, then the orthogonal projection onto almost every $k$-dimensional linear subspace is…

We prove that if a topological dynamical system $(X,T)$ is surjective and has the vague specification property, then its ergodic measures are dense in the space of all invariant measures. The vague specification property generalises Bowen's…

Time-delay embedding is a powerful technique for reconstructing the state space of nonlinear time series. However, the fidelity of reconstruction relies on the assumption that the time-delay map is an embedding, which is implicitly…

Two representations theorems are presented: 1. Any Borel action of a second countable locally compact group $G$ on a standard Borel space $X$ admits an injective $G$-equivariant Borel map into the shift space of $1$-Lipschitz functions from…

Let $(X,T)$ be a dynamical system where $X$ is a compact metric space and $T:X\rightarrow X$ is continuous and invertible. Assume the Lebesgue covering dimension of $X$ is $d$. We show that for a generic continuous map…

We study the descriptive complexity of sets of points defined by placing restrictions on statistical behaviour of their orbits in dynamical systems on Polish spaces. A particular examples of such sets are the set of generic points of a…

According to a conjecture of Lindenstrauss and Tsukamoto, a topological dynamical system $(X,T)$ is embeddable in the $d$-cubical shift $(([0,1]^{d})^{\mathbb{Z}},\ shift)$ if both its mean dimension and periodic dimension are strictly…

Let $x_{j+1}=\phi(x_{j})$, $x_{j}\in\mathbb{R}^{d}$, be a dynamical system with $\phi$ being a diffeomorphism. Although the state vector $x_{j}$ is often unobservable, the dynamics can be recovered from the delay vector…

In this paper, we study Borel probability measures of maximal entropy for analytic subsets in a dynamical system. It is well known that higher smoothness of the map over smooth space plays important role in the study of invariant measures…

Experimental measurements of physical systems often have a limited number of independent channels, causing essential dynamical variables to remain unobserved. However, many popular methods for unsupervised inference of latent dynamics from…

We consider the problem of finite-time identification of linear dynamical systems from $T$ samples of a single trajectory. Recent results have predominantly focused on the setup where either no structural assumption is made on the system…

Takens' Embedding Theorem asserts that when the states of a hidden dynamical system are confined to a low-dimensional attractor, complete information about the states can be preserved in the observed time-series output through the delay…

A common problem in time series analysis is to predict dynamics with only scalar or partial observations of the underlying dynamical system. For data on a smooth compact manifold, Takens theorem proves a time delayed embedding of the…