相关论文: Bounds on Lyapunov exponents via entropy accumulat…

The paper provides a new integral formula for the largest Lyapunov exponent of Gaussian matrices, which is valid in the real, complex and quaternion-valued cases. This formula is applied to derive asymptotic expressions for the largest…

The theory of products of random matrices and Lyapunov exponents have been widely studied and applied in the fields of biology, dynamical systems, economics, engineering and statistical physics. We consider the product of an i.i.d. sequence…

This article concerns the non-asymptotic analysis of the singular values (and Lyapunov exponents) of Gaussian matrix products in the regime where $N,$ the number of term in the product, is large and $n,$ the size of the matrices, may be…

We prove that the Lyapunov exponents of random products in a (real or complex) matrix group depends continuously on the matrix coefficients and probability weights. More generally, the Lyapunov exponents of the random product defined by any…

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,…

This paper presents new sufficient conditions for convergence and asymptotic or exponential stability of a stochastic discrete-time system, under which the constructed Lyapunov function always decreases in expectation along the system's…

In this work, we give a rigorous explicit formula for the Lyapunov exponent for some binary infinite products of random $2\times 2$ real matrices. All these products are constructed using only two types of matrices, $A$ and $B$, which are…

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.

This article gives a non-asymptotic analysis of the largest Lyapunov exponent of truncated orthogonal matrix products. We prove that as long as N, the number of terms in product, is sufficiently large, the largest Lyapunov exponent is…

We consider the simple random walk on $\mathbb{Z}^d$ evolving in a random i.i.d. potential taking values in $[0,+\infty)$. The potential is not assumed integrable, and can be rescaled by a multiplicative factor $\lambda > 0$. Completing 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…

The dependence of the Lyapunov exponent on the closeness parameter, $\epsilon$, in tangent bifurcation systems is investigated. We study and illustrate two averaging procedures for defining Lyapunov exponents in such systems. First, we…

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…

The Lyapunov exponent is used to characterize the stability of the dynamic response of the system, and it is often employed to verify if a system is chaotic. Since its discovery in the nineteenth century, various methods have been proposed…

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…

Two approaches are presented for computing upper bounds on Lyapunov exponents and their sums, and on the Lyapunov dimension, among all trajectories of a dynamical system governed by ordinary differential equations. The first approach…

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,…

Lyapunov exponents measure the average exponential growth rate of typical linear perturbations in a chaotic system, and the inverse of the largest exponent is a measure of the time horizon over which the evolution of the system can be…

In this paper, we improve the known estimates for the invariance entropy of a nonlinear control system. For sets of complete approximate controllability we derive an upper bound in terms of Lyapunov exponents and for uniformly hyperbolic…

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…