Discriminating chaotic, regular, and stochastic processes using joint extrema statistics
Determine whether joint statistics of extrema, particularly distributions of consecutive spacings, can distinguish chaotic, regular, and stochastic erratic processes even when their marginal nearest-neighbor spacing distributions are approximately identical.
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An importatnt question that has to be further explored is: Can joint extrema statistics distinguish chaotic, regular, and stochastic erratic processes?
In quantum system the most important tool is the map between the energy spectrum of a given system and the eigenvalues of random matrix theory. In the approach of analyzing erratic functions this is valid only for one dimensional functions. Thus, a natural question is what replaces this map for the higher-dimensional functions. In the latter cases one can project the functions down to one dimension in various different ways. This may be related to projecting tensors down to matrices. This seems to hint that the spectra of spacings of the higher dimensional functions may be related to the eigenvalues of random tensors. At present we do not have evidence to support this conjecture.