Approximating Lyapunov Exponents and Stationary Measures

被引：6

作者：

Baraviera, Alexandre ^{[1
]}

Duarte, Pedro ^{[2
]}

机构：

[1] Univ Fed Rio Grande do Sul, Inst Matemat & Estat, Porto Alegre, RS, Brazil

[2] Univ Lisbon, Ctr Matemat Aplicacoes Fundamentals & Invest Oper, Fac Ciencias, P-1749016 Lisbon, Portugal

来源：

JOURNAL OF DYNAMICS AND DIFFERENTIAL EQUATIONS | 2019年 / 31卷 / 01期

关键词：

Lyapunov exponent; Random cocycle; Stationary measure; 37H15; 37D25;

D O I：

10.1007/s10884-018-9724-5

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

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.

引用

页码：25 / 48

页数：24

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