[sci.math.stat] Can Chaos Be Predictable?

alain@elevia.UUCP (W.A.Simon) (06/22/91)

In <1991Jun20.194552.15875@cunews.carleton.ca> rdb@scs.carleton.ca (Robert D. Black) writes:
> I recently read that the chaotic logistic equation
>     u(t+1) = 4u(t)(1-u(t))      u(0) in 0..1,
> has an ANALYTIC SOLUTION: 
>     u(t) = sin**2 (2**(t-1) arccos(1-2u(0)))
> This is CONFUSING!  Wasn't it the case that solvable systems 
> are by definition predictable and hence not chaotic?  Here you
> can find the value of the system at any time t without computing
> intermediate values.  Yet the logistic equation above is said to be
> chaotic!

	Would it be that your equation has just been proven to be
	non chaotic, or would it be that chaos-order is a continuum,
	and that Laplace was right?  What we perceive as chaos is
	just a weakness in our instrumentation... or computing power.

	Half of a |8-)

	My interest in chaotic sequences is due to the belief that
	Poincare could be right, and therefore I could use such
	a sequence to generate cryptanalytically strong keys.

	Half of a |8-(


	Which brings me back to the Ulam sequences we discussed the
	other day (aka hailstone numbers).  Are the odd/even transitions
	in the sequences known to contain identifiable patterns?  In
	other words, would a string of 0's and 1's matching, respectively,
	even numbers and odd numbers in the sequence, be considered to be
	a random bit stream?

> Robert Black
-- 
William "Alain" Simon
                                                   UUCP: alain@elevia.UUCP

alain@elevia.UUCP (W.A.Simon) (06/22/91)

In <1991Jun22.133638.3258@elevia.UUCP> alain@elevia.UUCP (W.A.Simon) writes:
>	Which brings me back to the Ulam sequences we discussed the
>	other day (aka hailstone numbers).  Are the odd/even transitions
>	in the sequences known to contain identifiable patterns?  In
>	other words, would a string of 0's and 1's matching, respectively,
>	even numbers and odd numbers in the sequence, be considered to be
>	a random bit stream?
	
	Before I get skewered on a Hilbert curve, let me rephrase
	this.  Would the tools of statistical analysis (Chi-Square,
	etc...) identify that this sequence is not random ?


-- 
William "Alain" Simon
                                                   UUCP: alain@elevia.UUCP

hrubin@pop.stat.purdue.edu (Herman Rubin) (06/23/91)

In article <1991Jun22.140127.3984@elevia.UUCP>, alain@elevia.UUCP (W.A.Simon) writes:
> In <1991Jun22.133638.3258@elevia.UUCP> alain@elevia.UUCP (W.A.Simon) writes:

			....................

> 	Before I get skewered on a Hilbert curve, let me rephrase
> 	this.  Would the tools of statistical analysis (Chi-Square,
> 	etc...) identify that this sequence is not random ?

If you ask whether the marginal distribution approaches the limiting one,
Beta(.5,.5) for the particular example, the answer is yes.  If you actually
tested it using a two-sided test, you would even find the sample distribution
converged too fast, but it would take quite a large sample to detect that.

But if you looked at pairs, they all lie on a very simple curve, which is
very obvious.  The chaotic nature is that a slight difference at one point
makes a big difference a considerable time in the future.
-- 
Herman Rubin, Dept. of Statistics, Purdue Univ., West Lafayette IN47907-1399
Phone: (317)494-6054
hrubin@l.cc.purdue.edu (Internet, bitnet)   {purdue,pur-ee}!l.cc!hrubin(UUCP)