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Lyapunov Exponents for Infinite Dimensional Random Dynamical Systems in a Banach Space
Random Dynamical Systems Lyapunov Exponents
2015/4/3
Metric Dynamical System
Let be a probability space.
Let be a metric dynamical system:
(i)
(ii)
(iii) preserves th...
Estimating generalised Lyapunov exponents for products of random matrices
random matrices large-deviation regime fluid flows
2010/4/7
We discuss several techniques for the evaluation of the generalised Lyapunov exponents which characterise the growth of products of random matrices in the large-deviation regime. A Monte Carlo algorit...