Random matrices and Lyapunov coefficients regularity
From MaRDI portal
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)
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.
Recommendations
- scientific article; zbMATH DE number 529736
- Dérivabilité du plus grand exposant caractéristique des produits de matrices aléatoires indépendantes à coefficients positifs. (Derivability of the greatest characteristic exponent of products of independent random matrices with positive coefficient
- Maximal Lyapunov exponents for random matrix products
- Invariant functions for the Lyapunov exponents of random matrices
- Asymptotics of finite system Lyapunov exponents for some random matrix ensembles
Cites work
- scientific article; zbMATH DE number 2130167 (Why is no real title available?)
- scientific article; zbMATH DE number 3589424 (Why is no real title available?)
- scientific article; zbMATH DE number 3622081 (Why is no real title available?)
- scientific article; zbMATH DE number 1023434 (Why is no real title available?)
- A proof of Oseledec's multiplicative ergodic theorem
- Analycity properties of the characteristic exponents of random matrix products
- Cluster expansion for abstract polymer models
- Cluster expansion for abstract polymer models. New bounds from an old approach
- Decay of correlations
- Domains of analytic continuation for the top Lyapunov exponent
- Maximal Lyapunov exponents for random matrix products
- Nonequilibrium in statistical and fluid mechanics: ensembles and their equivalence. Entropy driven intermittency.
- Products of Random Matrices
Cited in
(5)- 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)
- Real cone contractions and analyticity properties of the characteristic exponents
- Intermittency and regularized Fredholm determinants
- Long-run growth rate in a random multiplicative model
This page was built for publication: Random matrices and Lyapunov coefficients regularity
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q526580)
