Approximating Lyapunov exponents and stationary measures
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Publication:1739072
Abstract: We give a new proof of E. Le Page's theorem on the Holder continuity of the first Lyapunov exponent in the class of irreducible Bernoulli cocycles. This suggests an algorithm to approximate the first Lyapunov exponent, as well as the stationary measure, for such random cocycles.
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Cited in
(9)- Lyapunov exponent for products of random Ising transfer matrices: the balanced disorder case
- Estimates for principal Lyapunov exponents: a survey
- Large deviations for products of random two dimensional matrices
- Hölder continuity of the Lyapunov exponents of linear cocycles over hyperbolic maps
- Approximation of non-archimedean Lyapunov exponents and applications over global fields
- Expansive measures versus Lyapunov exponents
- Upper bound on the regularity of the Lyapunov exponent for random products of matrices
- Analyticity of the Lyapunov exponents of random products of quasi-periodic cocycles
- The continuity problem of Lyapunov exponents
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