Related papers: Formulas for Lyapunov exponents
We introduce a new approach to evaluate the largest Lyapunov exponent of a family of nonnegative matrices. The method is based on using special positive homogeneous functionals on $R^{d}_+,$ which gives iterative lower and upper bounds for…
Lyapunov exponents describe the asymptotic behavior of the singular values of large products of random matrices. A direct computation of these exponents is however often infeasible. By establishing a link between Lyapunov exponents and an…
We characterize geometrically the Lyapunov exponents of a cocycle (of arbitrary rank) with respect to a harmonic current defined on a hyperbolic Riemann surface lamination. Our characterizations are formulated in terms of the expansion…
Anomalies are known to appear in the perturbation theory for the one-dimensional Anderson model. A systematic approach to anomalies at critical points of products of random matrices is developed, classifying and analysing their possible…
We use recent results on algorithms for Markov decision problems to show that a canonical form for a generalized P-matrix can be computed, in some important cases, by a strongly polynomial algorithm.
In this paper we present a generalization of Faulhaber's formula to sums of arbitrary complex powers $m\in\mathbb{C}$. These summation formulas for sums of the form $\sum_{k=1}^{\lfloor x\rfloor}k^{m}$ and $\sum_{k=1}^{n}k^{m}$, where…
Given an ergodic flow $\varphi^t\colon M\rightarrow M$ defined on a probability space $M$ we study a family of continuous-time kinetic linear cocycles associated to the solutions of the second order linear homogeneous differential equations…
We establish (i) stability of Lyapunov exponents and (ii) convergence in probability of Oseledets spaces for semi-invertible matrix cocycles, subjected to small random perturbations. The first part extends results of Ledrappier and Young to…
It follows from Oseledec Multiplicative Ergodic Theorem that the Lyapunov-irregular set of points for which the Oseledec averages of a given continuous cocycle diverge has zero measure with respect to any invariant probability measure. In…
We discuss several numerical methods for calculating Lyapunov exponents (a quantitative measure of chaos) in systems of ordinary differential equations. We pay particular attention to constrained systems, and we introduce a variety of…
We explore a well-known integral representation of the logarithmic function, and demonstrate its usefulness in obtaining compact, easily-computable exact formulas for quantities that involve expectations and higher moments of the logarithm…
We consider linear cocycles over non-uniformly hyperbolic dynamical systems. The base system is a diffeomorphism $f$ of a compact manifold $X$ preserving a hyperbolic ergodic probability measure $\mu$. The cocycle $A$ over $f$ is Holder…
In this paper, we study the multifractal formalism of Lyapunov exponents for typical cocycles. We establish a variational relation between the Legendre transform of topological pressure of the generalized singular value function and…
A generalization of the classical Lipschitz summation formula is proposed. It involves new polylogarithmic rational functions constructed via the Fourier expansion of certain sequences of Bernoulli--type polynomials. Related families of…
We give two kinds of approximation of Lyapunov exponents of rational functions of degree more than one on the projective line over more general fields than that of complex numbers.
We obtain in closed form averages of polynomials, taken over hermitian matrices with the Gaussian measure involved in the Kontsevich integral, and prove a conjecture of Witten enabling one to express analogous averages with the full (cubic…
A family of non-conjugate chaotic maps generalizing the well-known logistic function is defined, and some of its basic properties studied. A simple formula for the Lyapunov exponents of all the maps contained in this family is given based…
We provide a uniform estimate for the $L^1$-norm (over any interval of bounded length) of the logarithmic derivatives of global normalizing factors associated to intertwining operators for the following reductive groups over number fields:…
We consider the top Lyapunov exponent associated to a dissipative linear evolution equation posed on a separable Hilbert or Banach space. In many applications in partial differential equations, such equations are often posed on a scale of…
In this short note we describe a simple but remarkably effective method for rigorously estimating Lyapunov exponents for expanding maps of the interval. We illustrate the applicability of this method with some standard examples.