Analytical Description of Recurrence Plots of White Noise and Chaotic Processes

Research output: Chapter in Book/Report/Conference proceedingPublished conference contribution


We present an analytical description of the distribution of diagonal lines in Recurrence Plots (RPs) for white noise and chaotic systems, and find that the latter one is linked to the correlation entropy. Further we identify two scaling regions in the distribution of diagonals for oscillatory chaotic systems that are hinged to two prediction horizons and to the geometry of the attractor. These scaling regions cannot be observed with the Grassberger-Procaccia algorithm. Finally, we propose methods to estimate dynamical invariants from RPs.
Original languageEnglish
Title of host publicationIzvestiya VUZ Applied Nonlinear Dynamics
Place of PublicationSaratov, Russia
PublisherSaratov State University
Number of pages11
Publication statusPublished - Feb 2003

Publication series

NameIzvestiya VUZ. Applied Nonlinear Dynamics
PublisherSaratov State University
ISSN (Print)0869-6632
ISSN (Electronic)2542-1905

Bibliographical note

We thanks Dieter Armbruster, Annette Witt, Udo Schwarz, Norbert Marwan for the fruitful discussions. The project was supported by the "DFG-Schwerpunktprogrmm 1114"

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