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Kaplan-Yorke Dimension

Definition

D_KY congruent j + (σ_1 + ... + σ_j)/( left bracketing bar σ_(j + 1) right bracketing bar ), where σ_1<=σ_n are Lyapunov characteristic exponents and j is the largest integer for which λ_1 + ... + λ_j>=0. If ν = σ = D, where ν is the correlation exponent, σ the information dimension, and D the Hausdorff dimension, then D<=D_KY (Grassberger and Procaccia 1983).

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