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The dynamics of unidirectionally coupled chaotic Lorenz systems is investigated. It is revealed that chaos is present in the response system regardless of generalized synchronization. The presence of sensitivity is theoretically proved, and the auxiliary system approach and conditional Lyapunov exponents are utilized to demonstrate the absence of synchronization. Periodic motions embedded in the chaotic attractor of the response system is demonstrated by taking advantage of a period-doubling cascade of the drive. The obtained results may shed light on the global unpredictability of the weather dynamics and can be useful for investigations concerning coupled Lorenz lasers.

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