Statistical Science
- Statist. Sci.
- Volume 7, Number 1 (1992), 49-68.
Chaos, Fractals and Statistics
Sangit Chatterjee and Mustafa R. Yilmaz
Abstract
We review a wide variety of applications in different branches of sciences arising from the study of dynamical systems. The emergence of chaos and fractals from iterations of simple difference equations is discussed. Notions of phase space, contractive mapping, attractor, invariant density and the relevance of ergodic theory for studying dynamical systems are reviewed. Various concepts of dimensions and their relationships are studied, and their use in the measurement of chaotic phenomena is investigated. We discuss the implications of the growth of nonlinear science on paradigms of model building in the tradition of classical statistics. The role that statistical science can play in future developments of nonlinear science and its possible impact on the future development of statistical science itself are addressed.
Article information
Source
Statist. Sci. Volume 7, Number 1 (1992), 49-68.
Dates
First available in Project Euclid: 19 April 2007
Permanent link to this document
http://projecteuclid.org/euclid.ss/1177011443
Digital Object Identifier
doi:10.1214/ss/1177011443
Mathematical Reviews number (MathSciNet)
MR1173417
Zentralblatt MATH identifier
0955.37500
JSTOR
links.jstor.org
Keywords
Autonomous systems dimensions dynamical systems ergodic theory iterations phase space strange attractors time series
Citation
Chatterjee, Sangit; Yilmaz, Mustafa R. Chaos, Fractals and Statistics. Statist. Sci. 7 (1992), no. 1, 49--68. doi:10.1214/ss/1177011443. http://projecteuclid.org/euclid.ss/1177011443.

