  The accretion disk around a compact object is a nonlinear general
relativistic system involving magnetohydrodynamics. Naturally the question
arises whether such a system is chaotic (deterministic) or stochastic (random)
which might be related to the associated transport properties whose origin is
still not confirmed. Earlier, the black hole system GRS 1915+105 was shown to
be low dimensional chaos in certain temporal classes. However, so far such
nonlinear phenomena have not been studied fairly well for neutron stars which
are unique for their magnetosphere and kHz quasi-periodic oscillation (QPO). On
the other hand, it was argued that the QPO is a result of nonlinear
magnetohydrodynamic effects in accretion disks. If a neutron star exhibits
chaotic signature, then what is the chaotic/correlation dimension? We analyze
RXTE/PCA data of neutron stars Sco X-1 and Cyg X-2, along with the black hole
Cyg X-1 and the unknown source Cyg X-3, and show that while Sco X-1 and Cyg X-2
are low dimensional chaotic systems, Cyg X-1 and Cyg X-3 are stochastic
sources. Based on our analysis, we argue that Cyg X-3 may be a black hole.
