An upper bound for the largest Lyapunov exponent of a Markovian product of nonnegative matrices

DOI10.1016/j.tcs.2004.12.025zbMath1066.60066OpenAlexW1999873691MaRDI QIDQ1770408

Venkat Anantharam, Reza Gharavi

Publication date: 6 April 2005

Published in: Theoretical Computer Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.tcs.2004.12.025

zbMATH Keywords

inequalitiesMarkov chainsinformation

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)

Related Items (11)

Overlap-free words and spectra of matrices ⋮ Shortest positive products of nonnegative matrices ⋮ Asymptotics of input-constrained binary symmetric channel capacity ⋮ The Lyapunov exponent and joint spectral radius of pairs of matrices are hard - when not impossible - to compute and to approximate ⋮ Performance analysis of asynchronous parallel Jacobi ⋮ Lower and upper bounds for the largest Lyapunov exponent of matrices ⋮ Estimation of the largest Lyapunov exponent from the perturbation vector and its derivative dot product ⋮ Maximal Lyapunov exponents for random matrix products ⋮ A branching process model for dormancy and seed banks in randomly fluctuating environments ⋮ Lyapunov Exponent of Rank-One Matrices: Ergodic Formula and Inapproximability of the Optimal Distribution ⋮ Markovian Trees Subject to Catastrophes: Would They Survive Forever?

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