Statistical Characterization of Erratic and Chaotic Processes through Their Extrema I. Thermodynamics

Abstract

We propose a general statistical framework for characterizing erratic functions through the statistics of their extrema, with the aim of identifying statistical signatures associated with chaotic processes. It is based on analyzing the extrema points of erratic functions associated with these processes. One is instructed to determine the probability distribution functions ( PDF)s of the locations of the extrema points, the spacings between the locations, in particular the nearest neighbors, and the ratios between adjacent spacings. We then fit these PDFs with PDFs known to relate to chaotic behavior like of random matrix theory. The extrema considered establish a cloud of points in general in $D$ dimensions for erratic function of several variables. For certain systems one finds also extrema curves. We further determine the ``thermodynamic" description of the erratic functions by computing the Shannon or differential entropy and by equating the PDFs to the Gibbs one. With this map we determine the ``energy function" and for certain cases also the ``temperature". We analyze three benchmark spacing PDFs: the Bernoulli shift map, the Poisson and the Gaussian beta ensemble and several others. We want to emphasize that the map to thermodynamics can be applied to variety of chaotic processes including non-physics ones. We distinguish marginal spacing distributions from joint distributions of consecutive spacings. The latter probe correlations and statistical organization that are invisible in one-spacing PDFs and may provide stronger signatures for distinguishing structured chaotic-like behavior from uncorrelated irregularity.