Related papers: Formulas for Lyapunov exponents
We consider one-step cocycles of $2 \times 2$ matrices, and we are interested in their Lyapunov-optimizing measures, i.e., invariant probability measures that maximize or minimize a Lyapunov exponent. If the cocycle is dominated, that is,…
We present a new algorithm for computing the Lyapunov exponents spectrum based on a matrix differential equation. The approach belongs to the so called continuous type, where the rate of expansion of perturbations is obtained for all times,…
We discuss the growth of the singular values of symplectic transfer matrices associated with ergodic discrete Schr\"odinger operators in one dimension, with scalar and matrix-valued potentials. While for an individual value of the spectral…
We expose a functional integration method for the averaging of continuous products $\hat{P}_t$ of $N\times N$ random matrices. As an application, we compute exactly the statistics of the Lyapunov spectrum of $\hat{P}_t$. This problem is…
Motivated by a recent surge of interest for Dynkin operators in mathematical physics and by problems in the combinatorial theory of dynamical systems, we propose here a systematic study of logarithmic derivatives in various contexts. In…
We show Vector Autoregressive Moving Average models with scalar Moving Average components could be estimated by generalized least square (GLS) for each fixed moving average polynomial. The conditional variance of the GLS model is the…
We consider a large class of 2D area-preserving diffeomorphisms that are not uniformly hyperbolic but have strong hyperbolicity properties on large regions of their phase spaces. A prime example is the Standard map. Lower bounds for…
Often in the study the periodic orbits in dynamical systems, the computation of the Lyapunov Coeficients is needed. In this paper, the calculations of this coeficients were done via complex variable transformation in order to obtain the…
A Herman-Avila-Bochi type formula is obtained for the average sum of the top d Lyapunov exponents over a one-parameter family of G-cocycles, where G is the group that leaves a certain, non-degenerate hermitian form of signature (c,d)…
Statistical properties of infinite products of random isotropically distributed matrices are investigated. Both for continuous processes with finite correlation time and discrete sequences of independent matrices, a formalism that allows to…
We derive certain systems of differential equations for matrix elements of products and iterates of logarithmic intertwining operators among strongly graded generalized modules for a strongly graded conformal vertex algebra under suitable…
Combining the derivative operator with Chu-Vandermonde convolution, we establish a class of summation formulas on generalized harmonic numbers.
We give asymptotic formulae for random matrix averages of derivatives of characteristic polynomials over the groups USp(2N), SO(2N) and O^-(2N). These averages are used to predict the asymptotic formulae for moments of derivatives of…
We present an explicit polynomial formula for evaluating the principal logarithm of all matrices lying on the line segment $\{I(1-t)+At:t\in [0,1]\}$ joining the identity matrix $I$ (at $t=0$) to any real matrix $A$ (at $t=1$) having no…
The concept of Lyapunov exponent has long occupied a central place in the theory of Anderson localisation; its interest in this particular context is that it provides a reasonable measure of the localisation length. The Lyapunov exponent…
Moments of secular and inverse secular coefficients, averaged over random matrices from classical groups, are related to the enumeration of non-negative matrices with prescribed row and column sums. Similar random matrix averages are…
Generalized linear models play an essential role in a wide variety of statistical applications. This paper discusses an approximation of the likelihood in these models that can greatly facilitate computation. The basic idea is to replace a…
This work studies the problem of searching for homogeneous polynomial Lyapunov functions for stable switched linear systems. Specifically, we show an equivalence between polynomial Lyapunov functions for systems of this class and quadratic…
In this paper we obtain some new estimates for multilinear exponential sums in prime fields with a more general class of weights than previously considered. Our techniques are based on some recent progress of Shkredov on multilinear sums…
Generalized Pl\"ucker numbers are defined to count certain types of tangent lines of generic degree $d$ complex projective hypersurfaces. They can be computed by identifying them as coefficients of GL(2)-equivariant cohomology classes of…