Correlational properties of two-dimensional solvable chaos on the unit circle

Abstract

This article investigates correlational properties of two-dimensional chaotic maps on the unit circle. We give analytical forms of higher-order covariances. We derive the characteristic function of their simultaneous and lagged ergodic densities. We found that these characteristic functions are described by three types of two-dimensional Bessel functions. Higher-order covariances between x and y and those between y and y show non-positive values. Asymmetric features between cosine and sine functions are elucidated.