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Lyapunov exponent — In mathematics the Lyapunov exponent or Lyapunov characteristic exponent of a dynamical system is a quantity that characterizes the rate of separation of infinitesimally close trajectories. Quantitatively, two trajectories in phase space with… … Wikipedia
Time series — Time series: random data plus trend, with best fit line and different smoothings In statistics, signal processing, econometrics and mathematical finance, a time series is a sequence of data points, measured typically at successive times spaced at … Wikipedia
Lyapunov stability — In mathematics, the notion of Lyapunov stability occurs in the study of dynamical systems. In simple terms, if all solutions of the dynamical system that start out near an equilibrium point x e stay near x e forever, then x e is Lyapunov stable.… … Wikipedia
Lyapunov function — In mathematics, Lyapunov functions are functions which can be used to prove the stability of a certain fixed point in a dynamical system or autonomous differential equation. Named after the Russian mathematician Aleksandr Mikhailovich Lyapunov,… … Wikipedia
Lyapunov equation — In control theory, the discrete Lyapunov equation is of the form:A X A^H X + Q = 0where Q is a hermitian matrix. The continuous Lyapunov equation is of form:AX + XA^H + Q = 0.The Lyapunov equation occurs in many branches of control theory, such… … Wikipedia
Lyapunov exponents — A measure of the dynamics of an attractor. Each dimension has a Lyapunov exponent. A positive exponent measures sensitive dependence on initial conditions, or how much our forecasts can diverge based upon different estimates of starting… … Financial and business terms
Lyapunov-Exponent — Der Ljapunow Exponent eines dynamischen Systems (nach Alexander Michailowitsch Ljapunow) beschreibt die Geschwindigkeit, mit der sich zwei (nahe beieinanderliegende) Punkte im Phasenraum voneinander entfernen oder annähern (je nach Vorzeichen).… … Deutsch Wikipedia
Aleksandr Lyapunov — Infobox Scientist name = Aleksandr Mikhailovich Lyapunov caption = birth date = birth date|1857|6|6 birth place = Yaroslavl, Imperial Russia death date = death date and age|1918|11|3|1857|6|6 death place = residence = Russia citizenship =… … Wikipedia
Control-Lyapunov function — In control theory, a control Lyapunov function V(x,u) [1]is a generalization of the notion of Lyapunov function V(x) used in stability analysis. The ordinary Lyapunov function is used to test whether a dynamical system is stable (more… … Wikipedia
Troubles, Time of — (1606–13) Period of political crisis in Russia. After the death of Fyodor I and the end of the Rurik dynasty (1598), the boyars opposed the rule of Boris Godunov and after his death placed the nobleman Vasily Shuysky (1552–1612) on the throne in… … Universalium
