Approximating Lyapunov exponents and stationary measures

DOI10.1007/S10884-018-9724-5zbMATH Open1425.37037arXiv1704.01354OpenAlexW2964086544MaRDI QIDQ1739072FDOQ1739072

Authors: A. T. Baraviera, Pedro Duarte 

Publication date: 25 April 2019

Published in: Journal of Dynamics and Differential Equations (Search for Journal in Brave)

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.

Full work available at URL: https://arxiv.org/abs/1704.01354

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zbMATH Keywords

Lyapunov exponentstationary measurerandom cocycle

Mathematics Subject Classification ID

Nonuniformly hyperbolic systems (Lyapunov exponents, Pesin theory, etc.) (37D25) Random dynamical systems aspects of multiplicative ergodic theory, Lyapunov exponents (37H15)

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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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