Sample and moment lyapunov exponents of discrete linear dynamical systems

DOI10.1080/07362999408809355zbMath0803.60054OpenAlexW2095228174MaRDI QIDQ4303236

Patrick Homble

Publication date: 19 December 1994

Published in: Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07362999408809355

zbMATH Keywords

Lyapunov exponentsinvariant measurelarge deviationsergodic theorydiscrete time systemsLegendre-Fenchel transformpair processstationary ergodic Markov chain

Mathematics Subject Classification ID

Random operators and equations (aspects of stochastic analysis) (60H25) Large deviations (60F10)

Cites Work

• A proof of Oseledec's multiplicative ergodic theorem
• Lyapunov characteristic exponents for smooth dynamical systems and for Hamiltonian systems; a method for computing all of them. I: Theory
• Criteria for classifying general Markov chains
• Lyapunov spectrum of ergodic stationary systems perturbed by white noise
• Ergodic theory of chaos and strange attractors
• Functional Analysis
• A Formula Connecting Sample and Moment Stability of Linear Stochastic Systems
• Contributions to Doeblin's theory of Markov processes
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