Related papers: Lyapunov exponents for some isotropic random matri…
Kenyon and Peres (1991) showed that the Hausdorff dimension of intersections of randomly translated Cantor sets can be expressed in terms of the top Lyapunov exponent of a product of random matrices, and this exponent can be written as an…
We consider properties of determinants of some random symmetric matrices issued from multivariate statistics: Wishart/Laguerre ensemble (sample covariance matrices), Uniform Gram ensemble (sample correlation matrices) and Jacobi ensemble…
We determine the Lyapunov spectrum of ball quotients arising from cyclic coverings. The computations are performed by rewriting the sum of Lyapunov exponents as ratios of intersection numbers and by the analysis of the period map near…
We consider a stochastic process in which independent identically distributed random matrices are multiplied and where the Lyapunov exponent of the product is positive. We continue multiplying the random matrices as long as the norm,…
We explicitly compute the maximal Lyapunov exponent for a switched system on $\mathrm{SL}_2(\mathbb R)$. This computation is reduced to the characterization of optimal trajectories for an optimal control problem on the Lie group.
Cross-sectional observations from a dynamical system can be modeled via steady-state distributions of Markov processes. The major challenge is then to determine whether the process parameters can be identified and estimated from the…
We investigate the laws that rule the behavior of the largest Lyapunov exponent (LLE) in many particle systems with long range interactions. We consider as a representative system the so-called Hamiltonian alpha-XY model where the…
In the study of chaotic behaviour of systems of many hard spheres, Lyapunov exponents of small absolute value exhibit interesting characteristics leading to speculations about connections to non-equilibrium statistical mechanics. Analytical…
Products of $M$ i.i.d. random matrices of size $N \times N$ are related to classical limit theorems in probability theory ($N=1$ and large $M$), to Lyapunov exponents in dynamical systems (finite $N$ and large $M$), and to universality in…
We discuss certain recent metric space methods and some of the possibilities these methods provide, with special focus on various generalizations of Lyapunov exponents originally appearing in the theory of dynamical systems and differential…
We consider the first order periodic systems perturbed by a $2N\ts 2N$ matrix-valued periodic potential on the real line. The spectrum of this operator is absolutely continuous and consists of intervals separated by gaps. We define the…
We consider the continuum limit of some products of random matrices in $\text{SL}(d,{\mathbb R})$ that arise as discretisations of incompressible renewing flows -- that is, of flows corresponding to a divergence-free velocity field that…
We consider Markov chains with random transition probabilities which, moreover, fluctuate randomly with time. We describe such a system by a product of stochastic matrices, $U(t)=M_t\cdots M_1$, with the factors $M_i$ drawn independently…
The transfer matrix method is applied to quasi one-dimensional and one-dimensional disordered systems with long-range interactions, described by band random matrices. We investigate the convergence properties of the whole Lyapunov spectra…
The Lyapunov exponents of a dynamical system measure the average rate of exponential stretching along an orbit. Positive exponents are often taken as a defining characteristic of chaotic dynamics. However, the standard…
We compute Lyapunov spectra for Coulombic and gravitational versions of the one-dimensional systems of parallel sheets with periodic boundary conditions. Exact time evolution of tangent-space vectors are derived and are utilized toward…
Lyapunov exponents are well-known characteristic numbers that describe growth rates of perturbations applied to a trajectory of a dynamical system in different state space directions. Covariant (or characteristic) Lyapunov vectors indicate…
A general indicator of the presence of chaos in a dynamical system is the largest Lyapunov exponent. This quantity provides a measure of the mean exponential rate of divergence of nearby orbits. In this paper, we show that the so-called…
We study the Reynolds number scaling of the Kolmogorov-Sinai entropy and attractor dimension for three dimensional homogeneous isotropic turbulence through the use of direct numerical simulation. To do so, we obtain Lyapunov spectra for a…
We consider a certain infinite product of random $2 \times 2$ matrices appearing in the solution of some $1$ and $1+1$ dimensional disordered models in statistical mechanics, which depends on a parameter $\varepsilon>0$ and on a real random…