Approximating Lyapunov exponents and stationary measures

Autor: Baraviera, Alexandre, Duarte, Pedro
Rok vydání: 2017
Předmět:
Druh dokumentu: Working Paper
Popis: 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.
Comment: 27 pages, 2 figures
Databáze: arXiv