相关论文: Integral representation of Lyapunov exponents

We consider the linear stochastic recursion $x_{i+1} = a_{i}x_{i}+b_{i}$ where the multipliers $a_i$ are random and have Markovian dependence given by the exponential of a standard Brownian motion and $b_{i}$ are i.i.d. positive random…

In a growth-fragmentation system, cells grow in size slowly and split apart at random. Typically, the number of cells in the system grows exponentially and the distribution of the sizes of cells settles into an equilibrium 'asymptotic…

We consider generalized linear stochastic dynamical systems with second-order state transition matrices. The entries of the matrix are assumed to be either independent and exponentially distributed or equal to zero. We give an overview of…

Lyapunov exponents describe the asymptotic behavior of the singular values of large products of random matrices. A direct computation of these exponents is however often infeasible. By establishing a link between Lyapunov exponents and an…

We study the singular values and Lyapunov exponents of non-stationary random matrix products subject to small, absolutely continuous, additive noise. Consider a fixed sequence of matrices of bounded norm. Independently perturb the matrices…

We consider time-inhomogeneous ODEs whose parameters are governed by an underlying ergodic Markov process. When this underlying process is accelerated by a factor $\varepsilon^{-1}$, an averaging phenomenon occurs and the solution of the…

We investigate the geometrical structure of instabilities in the two-scales Lorenz 96 model through the prism of Lyapunov analysis. Our detailed study of the full spectrum of covariant Lyapunov vectors reveals the presence of a slow bundle…

We present a hypothesis for the universal properties of operators evolving under Hamiltonian dynamics in many-body systems. The hypothesis states that successive Lanczos coefficients in the continued fraction expansion of the Green's…

In this paper, we are interested in studying the asymptotic behavior of the solutions of differential inclusions governed by maximally monotone operators. In the case where the LaSalle's invariance principle is inconclusive, we provide a…

We study random dynamical systems generated by volume-preserving piecewise $C^{1}$ maps. For this class of systems, we establish an invariance principle stating that if all Lyapunov exponents vanish, then there exists a measurable family of…

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…

We investigate an example of noise-induced stabilization in the plane that was also considered in (Gawedzki, Herzog, Wehr 2010) and (Birrell, Herzog, Wehr 2011). We show that despite the deterministic system not being globally stable, the…

In this paper we study the asymptotic behavior of linear processes having as innovations mean zero, square integrable functions of stationary reversible Markov chains. In doing so we shall preserve the generality of coefficients assuming…

We study Lyapunov exponents for flat bundles over hyperbolic curves defined via parallel transport over the geodesic flow. We consider them as invariants on the space of Hitchin representations and show that there is a gap between any two…

We prove existence of (at most denumerable many) absolutely continuous invariant probability measures for random one-dimensional dynamical systems with asymptotic expansion. If the rate of expansion (Lyapunov exponents) is bounded away from…

We consider the long-run growth rate of the average value of a random multiplicative process $x_{i+1} = a_i x_i$ where the multipliers $a_i=1+\rho\exp(\sigma W_i - \frac12 \sigma^2 t_i)$ have Markovian dependence given by the exponential of…

We consider a finite family of invertible $2 \times 2$ real matrices and a transitive Markov shift on the index set. Let $\lambda$ be the top Lyapunov exponent for random matrix products driven by the Markov shift. We prove that, if the…

We consider the product of i.i.d. random matrices sampled according to a probability measure $\mu$ supported on a strongly irreducible and proximal subset of a compact set $S\subset GL(d,\mathbb{R})$. We establish the local analyticity of…

In traditional Ergodic Optimization, one seeks to maximize Birkhoff averages. The most useful tool in this area is the celebrated Ma\~n\'e Lemma, in its various forms. In this paper, we prove a non-commutative Ma\~n\'e Lemma, suited to the…

Using a method mixing Mellin-Barnes representation and Borel resummation we show how to obtain hyperasymptotic expansions from the (divergent) formal power series which follow from the perturbative evaluation of arbitrary "$N$-point"…