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Probabilistic properties of ranges of sums in dynamical systems
1Institut Royal Météorologique de Belgique, 3 Avenue Circulaire, B-1180 Brussels, Belgium.
Abstract:
The principal signatures of deterministic dynamics in the statistical properties of the range and normalized range of sums are identified. Substantial differences from the classical statistical theory are found. Analytical expressions are derived, compared to those of the classical theory, and applied to generic classes of dynamical systems giving rise to chaotic and intermittent chaotic behavior.
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