Related papers: Differences between Lyapunov exponents for the sim…
We study a unitary version of the one-dimensional Anderson model, given by a five diagonal deterministic unitary operator multiplicatively perturbed by a random phase matrix. We fully characterize positivity and vanishing of the Lyapunov…
Our model is a constrained homogeneous random walk in a nonnegative orthant Z_+^d. The convergence to stationarity for such a random walk can often be checked by constructing a Lyapunov function. The same Lyapunov function can also be used…
In this paper, two types of Lyapunov exponents: random Lyapunov exponents and directional Lyapunov exponents, and the corresponding entropies: random entropy and directional entropy, are considered for smooth $\mathbb{Z}^k$-actions. The…
We consider a discrete time simple symmetric random walk on Z^d, d>=1, where the path of the walk is perturbed by inserting deterministic jumps. We show that for any time n and any deterministic jumps that we insert, the expected number of…
We consider a branching random walk on the lattice, where the branching rates are given by an i.i.d. Pareto random potential. We describe the process, including a detailed shape theorem, in terms of a system of growing lilypads. As an…
Finite-time Lyapunov exponents of generic chaotic dynamical systems fluctuate in time. These fluctuations are due to the different degree of stability across the accessible phase-space. A recent numerical study of spatially-extended systems…
This works investigates the Lyapunov-Oseledets spectrum of transfer operator cocycles associated to one-dimensional random paired tent maps depending on a parameter $\epsilon$, quantifying the strength of the \emph{leakage} between two…
The asymptotic distance between trajectories $d_{\infty}$, is studied in detail to characterize the occurrence of chaos. We show that this quantity is quite distinct and complementary to the Lyapunov exponents, and it allows for a…
We investigate Lyapunov exponents of Brownian motion in a nonnegative Poissonian potential $V$. The Lyapunov exponent depends on the potential $V$ and our interest lies in the decay rate of the Lyapunov exponent if the potential $V$ tends…
We report a numerical investigation of the fluctuations of the Lyapunov exponent of a two dimensional non-interacting disordered system. While the ratio of the mean to the variance of the Lyapunov exponent is not constant, as it is in one…
This paper discusses the Lyapunov exponent for small particles in a spatially and temporally smooth flow in one dimension. Using a plausible model for the statistics of the velocity gradient in the vicinity of a particle, the Lyapunov…
We study one-dimensional, continuum Bernoulli-Anderson models with general single-site potentials and prove positivity of the Lyapunov exponent away from a discrete set of critical energies. The proof is based on F\"urstenberg's Theorem.…
The Lyapunov exponents of a chaotic system quantify the exponential divergence of initially nearby trajectories. For Hamiltonian systems the exponents are related to the eigenvalues of a symplectic matrix. We make use of this fact to…
The Lyapunov exponent corresponding to a set of square matrices $\mathcal{A} = \{A_1, \dots, A_n \}$ and a probability distribution $p$ over $\{1, \dots, n\}$ is $\lambda(\mathcal{A},p) := \lim_{k \to \infty} \frac{1}{k} \,\mathbb{E} \log…
A celebrated result in probability theory is that a simple symmetric random walk on the $d$-dimensional lattice $\mathbb{Z}^d$ is recurrent for $d=1,2$ and transient for $d\geq 3$. In this note, we derive a closed-form expression, in terms…
In this paper we study the probability that a $d$ dimensional simple random walk (or the first $L$ steps of it) covers each point in a nearest neighbor path connecting 0 and the boundary of an $L_1$ ball. We show that among all such paths,…
Let $(S_k)_{k\ge 1}$ be the classical Bernoulli random walk on the integer line with jump parameters $p\in(0,1)$ and $q=1-p$. The probability distribution of the sojourn time of the walk in the set of non-negative integers up to a fixed…
We consider a one dimensional random walk in random environment that is uniformly biased to one direction. In addition to the transition probability, the jump rate of the random walk is assumed to be spatially inhomogeneous and random. We…
A well known connection between first-passage probability of random walk and distribution of electrical potential described by Laplace equation is studied. We simulate random walk in the plane numerically as a discrete time process with…
We construct a continuous linear cocycle over an expanding base dynamics for which the Lyapunov exponents of all ergodic invariant probability measures are small, except for one measure whose Lyapunov exponents are away from zero. The…