A recurrence plot is defined as a plot of the quantity
 |
where 
is the Heaviside step function and 
denotes a norm. A recurrence plot
is therefore a binary plot. The figure above shows a recurrence plot for the Lorenz
attractor with 
,
, 
, 
, 
, 
, and 
.
Recurrence plots were initially used to graphically display nonstationarity in time series (Eckmann et al. 1987, Gao and Cai 2000), but are also useful for visualizing functions.
A so-called global recurrence plot or unthresholded recurrence plot of a function 
is a plot of 
(or 
) in the 
-
plane. Recurrence plots for a number of common functions are illustrated above.
