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February, 1992 Statistics, Probability and Chaos
L. Mark Berliner
Statist. Sci. 7(1): 69-90 (February, 1992). DOI: 10.1214/ss/1177011444


The study of chaotic behavior has received substantial attention in many disciplines. Although often based on deterministic models, chaos is associated with complex, "random" behavior and forms of unpredictability. Mathematical models and definitions associated with chaos are reviewed. The relationship between the mathematics of chaos and probabilistic notions, including ergodic theory and uncertainty modeling, are emphasized. Popular data analytic methods appearing in the literature are discussed. A major goal of this article is to present some indications of how probability modelers and statisticians can contribute to analyses involving chaos.


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L. Mark Berliner. "Statistics, Probability and Chaos." Statist. Sci. 7 (1) 69 - 90, February, 1992.


Published: February, 1992
First available in Project Euclid: 19 April 2007

zbMATH: 0955.62520
MathSciNet: MR1173418
Digital Object Identifier: 10.1214/ss/1177011444

Keywords: dynamical systems , ergodic theory , nonlinear time series , prediction , Stationary processes

Rights: Copyright © 1992 Institute of Mathematical Statistics

Vol.7 • No. 1 • February, 1992
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