Exact Lyapunov exponent for infinite products of random matrices

DOI10.1088/0305-4470/27/10/019MaRDI QIDQ4847271zbMATH OpenOpenAlexFDO

Authors

Publication date 5 February 1996

Published in Journal of Physics A: Mathematical and General (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/chao-dyn/9407013

zbMATH Keywords

Lyapunov exponentsstochastic Markov processinfinite products of random matricesstochastic Bernoulli process

Mathematics Subject Classification ID

Random matrices (algebraic aspects) (15B52) Discrete-time Markov processes on general state spaces (60J05)

Abstract: In this work, we give a rigorous explicit formula for the Lyapunov exponent for some binary infinite products of random $2imes2$ real matrices. All these products are constructed using only two types of matrices, $A$ and $B$, which are chosen according to a stochastic process. The matrix $A$ is singular, namely its determinant is zero. This formula is derived by using a particular decomposition for the matrix $B$, which allows us to write the Lyapunov exponent as a sum of convergent series. Finally, we show with an example that the Lyapunov exponent is a discontinuous function of the given parameter.

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