Variance, Attractors and Behavior of Chaotic Statistical Systems

We study the properties of a typical chaotic system to derive general insights that apply to a large class of unusual statistical distributions. The purpose is to create a unified theory of these systems. These systems can be deterministic or random, yet due to their gentle chaotic nature, they exhibit the same behavior in both cases. They lead to new models with numerous applications in Fintech, cryptography, simulation and benchmarking tests of statistical hypotheses. They are also related to numeration systems. One of the highlights in this article is the discovery of a simple variance formula for an infinite sum of highly correlated random variables. We also try to find and characterize attractor distributions: these are the limiting distributions for the systems in question, just like the Gaussian attractor is the universal attractor with finite variance in the central limit theorem framework.