Europhysics Letters, 98, 48001 (2012) DOI:10.1209/0295-5075/98/48001
Power-laws in recurrence networks from dynamical systems
Y. Zou, J. Heitzig, R. V. Donner, J. F. Donges, J. D. Farmer, R. Meucci, S. Euzzor, N. Marwan, J. Kurths
Recurrence networks are a novel tool of nonlinear time series analysis allowing the characterisation of higher-order geometric properties of complex dynamical systems based on recurrences in phase space, which are a fundamental concept in classical mechanics. In this letter, we demonstrate that recurrence networks obtained from various deterministic model systems as well as experimental data naturally display power-law degree distributions with scaling exponents γ that can be derived exclusively from the systems' invariant densities. For one-dimensional maps, we show analytically that γ is not related to the fractal dimension. For continuous systems, we find two distinct types of behaviour: power-laws with an exponent γ depending on a suitable notion of local dimension, and such with fixed γ=1.