The Kaplan-Yorke dimension is a dimension associated with ordered Lyapunov characteristic exponents . Put
and
, and let
. Then
|
(1)
|
The convention
includes neutral directions when a partial sum vanishes (Kaplan and Yorke 1979).
If ,
where
is the correlation exponent,
the information dimension,
and
the Hausdorff dimension, then
|
(2)
|
(Grassberger and Procaccia 1983).