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On prediction and chaos in stochastic systems

The Royal Society
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  • H Social Sciences (General)
  • Ha Statistics
  • Engineering
  • Mathematics


Microsoft Word - Cover-On prediction and chaos in stochastic systems.doc Howell Tong and Qiwei Yao On prediction and chaos in stochastic systems Article (Accepted version) (Refereed) Original citation: Tong, Howell and Yao, Qiwei (1994) On prediction and chaos in stochastic systems. Philosophical transactions A: mathematical, physical and engineering sciences, 348 (1688). pp. 357-369. DOI: 10.1098/rsta.1994.0096 © 1994 The Royal Society This version available at: Available in LSE Research Online: March 2009 LSE has developed LSE Research Online so that users may access research output of the School. Copyright © and Moral Rights for the papers on this site are retained by the individual authors and/or other copyright owners. Users may download and/or print one copy of any article(s) in LSE Research Online to facilitate their private study or for non-commercial research. You may not engage in further distribution of the material or use it for any profit-making activities or any commercial gain. You may freely distribute the URL ( of the LSE Research Online website. This document is the author’s final manuscript accepted version of the journal article, incorporating any revisions agreed during the peer review process. Some differences between this version and the published version may remain. You are advised to consult the publisher’s version if you wish to cite from it. ��������� ��� �� ���������ff�flfi�ffi! �fi"�#�%$fl�&�'ffi)(&$���*+fi,� * -��ffi)(&$�*. /fi�ffi0*�12* ��ff34* 57698;:<6�=;>@?�>@ACB&DE?"8;:<F9F G�[email protected] J ACKMLN6OLNPCLQ:[email protected]�>VLNWI:,XY>�LN6[Z,K\>@AIB&]^L_>�LN6[K`LN69Z<K a AI6Obc:,[email protected]:<AiL jk>@AiLN:,dQlIPCdMecm�gff:<AiLnjoGEp�[email protected] a/t g t uwv fi<x�y{z�|.}�~� @y" |�x J L 6[K-8;:<F[F\ AI?�8\A LQWw>VL BI:,LQ:<dQX�6[AC6[KMLQ6[ZflZ_Ww>V?cK 69K#Z_Ww>@dN>VZ,LN:,dQ69 <:<B l e+LQWI:�KM:<AIKM69LQ69b^69Lfe LQ? 6[AC69LN6[>@F Z

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