Density function of piecewise linear transformation Matsumoto, Akio

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Author
Matsumoto, Akio
Appears In
Journal of Economic Behavior & Organization
Subjects
Economics; Chaos theory -- Analysis; Business
Audience
Academic
Summary
To link to full-text access for this article, visit this link: http://dx.doi.org/10.1016/j.jebo.2004.03.005 Byline: Akio Matsumoto Abstract: Let f.sub.a,b(x)=min(ax+a+b-ab/b,b(1-x)): I [right arrow] I be a piecewise linear map from the unit interval, I =[0, 1] into itself where a 0 and b 1. This map can generate various dynamics ranging from the simple to complex involving chaos according to the strength of nonlinearities involved. This study clarifies parameter combinations for which the map can generate periodic cycles and then constructs explicit forms of density functions that are useful to derive various statistical properties of chaotic trajectories. Two illustrative examples are given to show the effectiveness of our results. Author Affiliation: Department of Economics, Chuo University, 742-1 Higashi-Nakano, Hachiohji 192-0393, Japan
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https://trove.nla.gov.au/work/216124
Work ID
216124

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