Extremal character of the Lyapunov exponent of the stochastic harmonic oscillator

DOI10.1214/AOAP/1177005582MaRDI QIDQ1203752zbMATH OpenOpenAlexFDO

Authors Mark A. Pinsky

Publication date 22 February 1993

Published in The Annals of Applied Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1214/aoap/1177005582

zbMATH Keywords

nonreversible Markov processLyapunov exponentharmonic oscillatorfinite state Markov noise process

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Asymptotic properties of solutions to ordinary differential equations (34D05)

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• Almost Sure Instability of the Random Harmonic Oscillator
• scientific article; zbMATH DE number 65719 (Why is no real title available?)
• Lyapunov exponent of the random Schrödinger operator with short-range correlated noise potential
• On the Lyapunov Exponent of a Harmonic Oscillator Driven by a Finite-State Markov Process
• Spectral transition line for the extended Harper's model in the positive Lyapunov exponent regime

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