Random matrices and Lyapunov coefficients regularity

DOI10.1007/S10955-015-1429-0zbMATH Open1364.37118arXiv1311.5129OpenAlexW2095826993WikidataQ56940905 ScholiaQ56940905MaRDI QIDQ526580FDOQ526580

Authors: G. Gallavotti 

Publication date: 15 May 2017

Published in: Journal of Statistical Physics (Search for Journal in Brave)

Abstract: Analyticity and other properties of the largest or smallest Lyapunov exponent of a product of real matrices with a "cone property" are studied as functions of the matrices entries, as long as they vary without destroying the cone property. The result is applied to stability directions, Lyapunov coefficients and Lyapunov exponents of a class of products of random matrices and of dynamical systems. The method is based on the classical theory of the Mayer series in Statistical Mechanics of rarefied gases.

Full work available at URL: https://arxiv.org/abs/1311.5129

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zbMATH Keywords

Lyapunov exponentthermodynamic formalismstatistical mechanicscluster expansionFisher model

Mathematics Subject Classification ID

Random matrices (algebraic aspects) (15B52) Ergodic theorems, spectral theory, Markov operators (37A30) Thermodynamic formalism, variational principles, equilibrium states for dynamical systems (37D35) Generation, random and stochastic difference and differential equations (37H10) Random dynamical systems aspects of multiplicative ergodic theory, Lyapunov exponents (37H15) Renormalization group methods in equilibrium statistical mechanics (82B28)

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Cited In (5)

• Intermittency and regularized Fredholm determinants
• Real cone contractions and analyticity properties of the characteristic exponents
• Random matrices, log-gases and Holder regularity
• Régularité du plus grand exposant caractéristique des produits de matrices aléatoires indépendantes et applications. (Regularity of the largest characteristic exponent of products of independent random matrices and applications)
• Long-run growth rate in a random multiplicative model

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