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Approximating Lyapunov Exponents and Stationary Measures

  • Alexandre BaravieraEmail author
  • Pedro Duarte
Article
  • 7 Downloads

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

Lyapunov exponent Random cocycle Stationary measure 

Mathematics Subject Classification

37H15 37D25 

Notes

Acknowledgements

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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Copyright information

© Springer Science+Business Media, LLC, part of Springer Nature 2019

Authors and Affiliations

  1. 1.Instituto de Matemática e Estatística-UFRGSPorto AlegreBrazil
  2. 2.Centro de Matemática, Aplicações Fundamentais e Investigação Operacional, Faculdade de CiênciasUniversidade de LisboaLisbonPortugal

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