# Dynamical systems

Remember linear time invariant systems, as made famous by signal processing? Now relax the assumption that the model is linear, or even that its state space is in $$\mathbb{R}^n$$. Maybe its state is a measure, or a symbol, or whatever. Now say the word “chaos!”. Pronounce the exclamation mark. Maybe it’s a random system, a stochastic process, or a deterministic process representing the evolution of the measure of stochastic process or whatever.

(Regarding that, one day I should try to understand how Talagrand uses isoperimetric inequalities to derive concentration inequalities.)

Topics that I should connect to this one: the weird end: “nonlinear time series wizardy”, Also “sync”. And “ergodic theory”.

To wish I understood: Takens embedding, and whether it is any statistical use at all.

There is too much to do here, and it’s done better elsewhere. therefore: Idiosyncratic notes only.

## References

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