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Approximating Lyapunov Exponents and Stationary Measures

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We give a new proof of E. Le Page’s theorem on the Hölder continuity of the first Lyapunov exponent in the class of irreducible Bernoulli cocycles. This suggests an algorithm… Click to show full abstract

We give a new proof of E. Le Page’s theorem on the Hölder 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: approximating lyapunov; lyapunov exponents; stationary measures; exponents stationary

Journal Title: Journal of Dynamics and Differential Equations
Year Published: 2019

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