TO1 CHAOTIC TIME SERIES LYAPUNOV EXPONENTS AND SMOOTH CONJUGACY Let f,g : M → M (where M is a compact manifold, or a bounded domain in Rm) be discrete dynamical systems; recall that f and g are (smoothly) conjugate if there is a smooth 1-1 map Φ : M → M with a smooth inverse such that: g Φ °f°Φ-1 = First note that if µf is an invariant measure for f then we can define an induced measure µg by µg(B) µf(Φ-1 (B)) = for all measureable sets B ⊂ M. Then µg(g-1 (B)) = µf(Φ-1 (g-1 (B))) = µf(f-1(Φ-1 (B))) = µf(Φ-1 (B)) = µg(B) and hence µg is invariant for g. Observe that since M is bounded (or compact) and DΦ, DΦ -1 are continuous, there exists a constant C > 0 such that C -1 v ≤ D xΦ.v ≤ C v (*) for all x∈M and all v. We will use this to show that the Lyapunov exponents of g with respect to µg are the same as those of f with respect to µf . Suppose that [ ] [D f ] 1 2n [ ][ 1 2n lim D x f n n→∞ † n x = Λf = Λg and lim D y g n n→∞ † ] Dyg n where y = Φ(x). We aim to show that Λf and Λg have the same eigenvalues. Observe that α is an eigenvalue of Λf if and only if there exists a vector v ≠ 0 such that D f n .v x lim n→∞ v 1 n = α i.e. so that the length of v grows as αn. Similarly α is an eigenvalue of Λg if and only if there exists a vector v ≠ 0 such that D g n .v y lim n→∞ v 1 n α = Now D ygn.D xΦ D x Φ. Dxfn = n where xn = fn(x). Thus if we write u = DxΦ.v and apply (*) we have C -1 v ≤ ≤ u C v and ≤ C -1 D xfn.v D ygn.u ≤ C D xfn.v Thus C −1 D x f n .v D y g n .u ≤ Cv u C D x f n .v ≤ C −1 v and hence D f n .v x lim n→∞ v 1 n = D g n .u y lim n→∞ u 1 n We thus see that α is an eigenvalue of Λf if and only if α is an eigenvalue of Λg, and therefore the Lyapunov exponents of g with respect to µg are the same as those of f with respect to µf . A slightly more careful analysis can also be used to show that the multiplicity of each exponent is identical for both systems. This is left as an exercise.