Approximating Lyapunov exponents and stationary measures
Dynamical Systems
2017-04-06 v1
Abstract
We give a new proof of E. Le Page's theorem on the Holder continuity of the first Lyapunov exponent in the class of irreducible Bernoulli cocycles. This suggests an algorithm to approximate the first Lyapunov exponent, as well as the stationary measure, for such random cocycles.
Keywords
Cite
@article{arxiv.1704.01354,
title = {Approximating Lyapunov exponents and stationary measures},
author = {Alexandre Baraviera and Pedro Duarte},
journal= {arXiv preprint arXiv:1704.01354},
year = {2017}
}
Comments
27 pages, 2 figures