相关论文: Keynesian chaos revisited: odd period cycles and e…

We design a novel, nonlinear single-source-of-error model for analysis of multiple business cycles. The model's specification is intended to capture key empirical characteristics of business cycle data by allowing for simultaneous cycles of…

We consider two stable heteroclinic cycles rotating in opposite directions, coupled via diffusive terms. A complete synchronization in this system is impossible, and numerical exploration shows that chaos is abundant at low levels of…

A one dimensional classically chaotic spin chain with asymmetric coupling and two different inter-spin interactions, nearest neighbors and all-to-all, has been considered. Depending on the interaction range, dynamical properties, as…

This book chapter introduces to the concept of weak chaos, aspects of its ergodic theory description, and properties of the anomalous dynamics associated with it. In the first half of the chapter we study simple one-dimensional…

By means of a novel variational approach we study ergodic properties of a model of a multi lane traffic flow, considered as a (deterministic) wandering of interacting particles on an infinite lattice. For a class of initial configurations…

We study a dynamical model of interconnected firms which allows for certain market imperfections and frictions, restricted here to be myopic price forecasts and slow adjustment of production. Whereas the standard rational equilibrium is…

The dynamics of one dimensional iterative maps in the regime of fully developed chaos is studied in detail. Motivated by the observation of dynamical structures around the unstable fixed point we introduce the geometrical concept of a…

We study ergodic properties of a family of traffic maps acting in the space of bi-infinite sequences of real numbers. The corresponding dynamics mimics the motion of vehicles in a simple traffic flow, which explains the name. Using…

We obtain a description of the Poincar\'e recurrences of chaotic systems in terms of the ergodic theory of transient chaos. It is based on the equivalence between the recurrence time distribution and an escape time distribution obtained by…

The efficient detection of chaotic behavior in orbits of a complex dynamical system is an active domain of research. Several indicators have been proposed in the past, and new ones have recently been developed in view of improving the…

Investigating the possibility of applying techniques from linear systems theory to the setting of nonlinear systems has been the focus of many papers. The pseudo linear form representation of nonlinear dynamical systems has led to the…

Recently, several complex network approaches to time series analysis have been developed and applied to study a wide range of model systems as well as real-world data, e.g., geophysical or financial time series. Among these techniques,…

In this paper, for any given polynomial, by analyzing the limiting behavior of ergodic averages along polynomials of several variables and prime numbers, we prove that for a topology dynamical system, positive entropy implies mean Li-Yoke…

We propose a stochastic map model of economic dynamics. In the last decade, an array of observations in economics has been investigated in the econophysics literature, a major example being the universal features of inequality in terms of…

Using a model Hamiltonian for a single-mode electromagnetic field interacting with a nonlinear medium, we show that quantum expectation values of subsystem observables can exhibit remarkably diverse ergodic properties even when the dynamics…

We explore the nonlinear dynamics of a macroeconomic model with resource constraints. The dynamics is derived from a production function that considers capital and a generalized form of energy as inputs. Energy, the new variable, is…

We present a new chaotic system of three coupled ordinary differential equations, limited to quadratic nonlinear terms. A wide variety of dynamical regimes are reported. For some parameters, chaotic reversals of the amplitudes are produced…

The monograph is concerned with some key problems of the theory of nonlinear economic dynamics. The authors' concept consists in analyzing the problem of structural instability of economic systems within the framework of the synergetic…

This paper is the second in a series of two, and describes the current state of the art in modelling and prediction of chaotic time series. Sampled data from deterministic non-linear systems may look stochastic when analysed with linear…

One of the most important empirical findings in microeconometrics is the pervasiveness of heterogeneity in economic behaviour (cf. Heckman 2001). This paper shows that cumulative distribution functions and quantiles of the nonparametric…