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Computable examples of the maximal Lyapunov exponent
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  • Published: May 1987

Computable examples of the maximal Lyapunov exponent

  • Eric Key1 

Probability Theory and Related Fields volume 75, pages 97–107 (1987)Cite this article

Summary

Some new examples are given of sequences of matrix valued random variables for which it is possible to compute the maximal Lyapunov exponent. The examples are constructed by using a sequence of stopping times to group the original sequence into commuting blocks. If the original sequence is the outcome of independent Bernoulli trials with success probability p, then the maximal Lyapunov exponent may be expressed in terms of power series in p, with explicit formulae for the coefficients. The convexity of the maximal Lyapunov exponent as a function of p is discussed, as is an application to branching processes in a random environment.

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Authors and Affiliations

  1. Department of Mathematical Sciences, The University of Wisconsin-Milwaukee, P.O. Box 413, 53201, Milwaukee, WI, USA

    Eric Key

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  1. Eric Key
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Cite this article

Key, E. Computable examples of the maximal Lyapunov exponent. Probab. Th. Rel. Fields 75, 97–107 (1987). https://doi.org/10.1007/BF00320084

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  • Received: 03 February 1986

  • Revised: 08 December 1986

  • Issue Date: May 1987

  • DOI: https://doi.org/10.1007/BF00320084

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Keywords

  • Stochastic Process
  • Probability Theory
  • Power Series
  • Statistical Theory
  • Lyapunov Exponent
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