Approximating Lyapunov exponents and stationary measures (Q1739072): Difference between revisions
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| Language | Label | Description | Also known as |
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| English | Approximating Lyapunov exponents and stationary measures |
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Approximating Lyapunov exponents and stationary measures (English)
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25 April 2019
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The authors consider the class of irreducible Bernoulli cocycles, and prove \textit{ Le Page}'s result [Ann. Inst. Henri Poincaré, Probab. Stat. 25, No. 2, 109--142 (1989; Zbl 0679.60010)] on the Hölder continuity of the first Lyapunov exponent for them. They use the approximation of the first Lyapunov exponent and the corresponding ergodic measure. Three examples are presented to illustrate the results.
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Lyapunov exponent
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random cocycle
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stationary measure
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