Bai-Pollicott Algorithm for Markovian Products of Positive Matrices
Probability
2023-07-18 v6
Abstract
We consider the problem of estimating the top Lyapunov exponents for Markovian products of positive matrices. We define a new transfer operator as a matrix of classical transfer operators and prove its spectral properties. With the spectral properties, we generalize (and provide a more theoretically rigorous foundation for) an algorithm that was introduced informally by Bai and formally by Pollicott based on dynamical zeta functions.
Keywords
Cite
@article{arxiv.1904.05560,
title = {Bai-Pollicott Algorithm for Markovian Products of Positive Matrices},
author = {Fan Wang and David Steinsaltz},
journal= {arXiv preprint arXiv:1904.05560},
year = {2023}
}
Comments
acknowledgement added, Pollicott's algorithm is now referred as Bai-Pollicott algorithm