Exact Lyapunov exponent for infinite products of random matrices

DOI10.1088/0305-4470/27/10/019zbMATH Open0830.15018arXivchao-dyn/9407013OpenAlexW3104847799MaRDI QIDQ4847271FDOQ4847271

Authors:

Publication date: 5 February 1996

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

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.

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

Recommendations

• scientific article; zbMATH DE number 1409863
• The Lyapunov exponent of products of random \(2\times 2\) matrices close to the identity
• Maximal Lyapunov exponents for random matrix products
• Invariant functions for the Lyapunov exponents of random matrices
• Lyapunov exponents for products of random matrices

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)

Cited In (29)

• Lyapunov Exponent of Rank-One Matrices: Ergodic Formula and Inapproximability of the Optimal Distribution
• Hill's equation with random forcing parameters: determination of growth rates through random matrices
• Synchronization in networks with random interactions: Theory and applications
• Lyapunov exponents for products of random matrices
• Windows of opportunity for the stability of jump linear systems: almost sure versus moment convergence
• Title not available (Why is that?)
• On the Lyapunov exponents of a class of second-order discrete time linear systems with bounded perturbations
• CLT with explicit variance for products of random singular matrices related to Hill’s equation
• Lyapunov exponent and variance in the CLT for products of random matrices related to random Fibonacci sequences
• Maximal Lyapunov exponents for random matrix products
• On the Markov-switching bilinear processes: stationarity, higher-order moments and β-mixing
• The Lyapunov exponent and joint spectral radius of pairs of matrices are hard - when not impossible - to compute and to approximate
• A central limit theorem with explicit Lyapunov exponent and variance for products of \(2\times 2\) random non-invertible matrices
• Lyapunov exponent, universality and phase transition for products of random matrices
• Hill’s equation with random forcing parameters: The limit of delta function barriers
• On the largest Lyapunov exponent for products of Gaussian matrices
• Finite-time Lyapunov exponents for products of random transformations
• Upper bound on the regularity of the Lyapunov exponent for random products of matrices
• Random matrix products and applications to cellular automata
• Title not available (Why is that?)
• Title not available (Why is that?)
• The distribution of elements in automatic double sequences
• Hill's equation with small fluctuations: Cycle to cycle variations and stochastic processes
• Convergence rate of Markov chains over switching distance regular networks
• On the joint spectral radius of matrices of order 2 with equal spectral radius
• Markovian Trees Subject to Catastrophes: Would They Survive Forever?
• Lyapunov exponents for the random product of two shears
• Effective estimates of Lyapunov exponents for random products of positive matrices
• Set of possible values of maximal Lyapunov exponents of discrete time-varying linear system

This page was built for publication: Exact Lyapunov exponent for infinite products of random matrices

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4847271)