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Kaplan-Yorke Dimension


\begin{displaymath}
D_{\rm KY}\equiv j+{\sigma_1+\ldots+\sigma_j\over \vert\sigma_{j+1}\vert},
\end{displaymath}

where $\sigma_1\leq\sigma_n$ are Lyapunov Characteristic Exponents and $j$ is the largest Integer for which

\begin{displaymath}
\lambda_1+\ldots+\lambda_j\geq 0.
\end{displaymath}

If $\nu=\sigma=D$, where $\nu$ is the Correlation Exponent, $\sigma$ the Information Dimension, and $D$ the Hausdorff Dimension, then

\begin{displaymath}
D\leq D_{\rm KY}
\end{displaymath}

(Grassberger and Procaccia 1983).


References

Grassberger, P. and Procaccia, I. ``Measuring the Strangeness of Strange Attractors.'' Physica D 9, 189-208, 1983.




© 1996-9 Eric W. Weisstein
1999-05-26