The Upper Lyapunov Exponent
In this chapter we define the upper Lyapunov exponent γ which gives the exponential rate of growth of the norm of products of independent identically distributed (i.i.d.) random matrices. In order to prove the analogue of the law of large numbers we develop some basic results on G-spaces which will often be used in the sequel.
KeywordsProbability Measure Lyapunov Exponent Random Matrice Random Matrix Exponential Rate
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