Calculating the Lyapunov exponent for generalized linear systems with exponentially distributed elements of the transition matrix

DOI10.3103/S1063454109020058zbMath1175.65009OpenAlexW2021014480MaRDI QIDQ735605

Nikolai Krivulin

Publication date: 23 October 2009

Published in: Vestnik St. Petersburg University. Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3103/s1063454109020058

zbMATH Keywords

Lyapunov exponentstochastic dynamic system

Mathematics Subject Classification ID

Random dynamical systems aspects of multiplicative ergodic theory, Lyapunov exponents (37H15) Numerical solutions to stochastic differential and integral equations (65C30) Computational methods for ergodic theory (approximation of invariant measures, computation of Lyapunov exponents, entropy, etc.) (37M25)

Related Items (3)

Calculation of the asymptotic characteristics of a stochastic synchronized dynamic system ⋮ Tropical linear algebra with the Łukasiewicz t-norm ⋮ Calculating the mean growth rate of the vector of states of a stochastic system with synchronization of events

Cites Work

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• Evaluation of the growth rate of the state vector in a generalized linear stochastic system
• Evaluation of the growth rate of the state vector in a second-order generalized linear stochastic system
• Subadditive ergodic theory
• Growth rate of the state vector in a generalized linear stochastic system with symmetric matrix
• Discrete event systems with stochastic processing times
• Idempotent functional analysis: An algebraic approach

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