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 to approximate the first Lyapunov exponent, as well as the stationary measure, for such random cocycles.
KeywordsLyapunov exponent Random cocycle Stationary measure
Mathematics Subject Classification37H15 37D25
The first author was partially supported by CNPq through the Project 312698/2013-5. The second author was partially supported by Fundação para a Ciência e a Tecnologia through the strategic Project PEst-OE/MAT/UI0209/2013.
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