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A one-dimensional map whose increments are distributed according to a normal distribution. Let y(t-Deltat) and y(t+Deltat) be values, then their correlation is given by the ...

D_(KY)=j+(sigma_1+...+sigma_j)/(|sigma_(j+1)|), (1) where sigma_1<=sigma_n are Lyapunov characteristic exponents and j is the largest integer for which ...

A matrix each of whose elements is a variate. These variates need not be independent, and if they are not, a correlation is said to exist between them.

The Rabinovich-Fabrikant equation is the set of coupled linear ordinary differential equations given by x^. = y(z-1+x^2)+gammax (1) y^. = x(3z+1-x^2)+gammay (2) z^. = ...

A statistical test making use of the statistical ranks of data points. Examples include the Kolmogorov-Smirnov test and Wilcoxon signed rank test.

The slope b of a line obtained using linear least squares fitting is called the regression coefficient.

The ordinal number of a value in a list arranged in a specified order (usually decreasing).

The function defined by T_n(x)=((-1)^(n-1))/(sqrt(n!))Z^((n-1))(x), where Z(x)=1/(sqrt(2pi))e^(-x^2/2) and Z^((k))(x) is the kth derivative of Z(x).

The two-dimensional map x_(n+1) = [x_n+nu(1+muy_n)+epsilonnumucos(2pix_n)] (mod 1) (1) y_(n+1) = e^(-Gamma)[y_n+epsiloncos(2pix_n)], (2) where mu=(1-e^(-Gamma))/Gamma (3) ...

Probability and Statistics