CHAOTIC DYNAMIC SYSTEMS OF SHIFT OPERATORS AND APPLICATIONS IN ECONOMICS

Abstract

In this paper we consider chaotic properties of weighted shifts on (non-separable) Hilbert space. We ivestigate some conditions under which the operators are Li-Yorke chaos. We examine various structural of the operators that contribute to their chaotic behavior, providing theoretical results that highlight the interplay between the weights and the underlying space. Also, we construct chaotic dynamic system for modeling the security price.