Statistics, probability and chaos

Abstract

The study of chaotic behavior has received substantial attention in many disciplines. Although often based on deterministic models, chaos is associated with complex, “random” behavior and forms of unpredictability. Mathematical models and definitions associated with chaos are reviewed. The relationship between the mathematics of chaos and probabilistic notions, including ergodic theory and uncertainty modeling, are emphasized. Popular data analytic methods appearing in the literature are discussed. A major goal of this article is to present some indications of how probability modelers and statisticians can contribute to analyses involving chaos. © 1992, Institute of Mathematical Statistics. All Rights Reserved.