Power-laws in recurrence networks from dynamical systems

Abstract

Recurrence networks are a novel tool of nonlinear time series analysis allowing the characterisation of higher-order geometric properties of complex dynamical systems based on recurrences in phase space, which are a fundamental concept in classical mechanics. In this Letter, we demonstrate that recurrence networks obtained from various deterministic model systems as well as experimental data naturally display power-law degree distributions with scaling exponents $\gamma$ that can be derived exclusively from the systems' invariant densities. For one-dimensional maps, we show analytically that $\gamma$ is not related to the fractal dimension. For continuous systems, we find two distinct types of behaviour: power-laws with an exponent $\gamma$ depending on a suitable notion of local dimension, and such with fixed $\gamma=1$.