Approximating Lyapunov Exponents and Stationary Measures
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DOI: 10.1007/s10884-018-9724-5
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… read more here.
Keywords: approximating lyapunov; lyapunov exponents; stationary measures; exponents stationary ... See more keywords