22/06/2020

How to lose at monte carlo: A simple dynamical system whose typical statistical behavior is non-computable

Cristobal Rojas, Michael Yampolsky

Keywords: logistic family, physical measures, Monte Carlo simulation, Non-computability

Abstract: We consider the simplest non-linear discrete dynamical systems, given by the logistic maps fa(x)=ax(1−x) of the interval [0,1]. We show that there exist real parameters a∈ (0,4) for which almost every orbit of fa has the same statistical distribution in [0,1], but this limiting distribution is not Turing computable. In particular, the Monte Carlo method cannot be applied to study these dynamical systems.

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