Power law scaling of the top Lyapunov exponent of a product of random matrices

DOI10.1007/BF01023493zbMath0714.60032MaRDI QIDQ751030

Krishnamurthi Ravishankar

Publication date: 1989

Published in: Journal of Statistical Physics (Search for Journal in Brave)

zbMATH Keywords

Markov chainLyapunov exponentproduct of random matrices

Mathematics Subject Classification ID

Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20) Limit theorems in probability theory (60F99) Probability measures on groups or semigroups, Fourier transforms, factorization (60B15)

Related Items

The Lyapunov exponent and joint spectral radius of pairs of matrices are hard - when not impossible - to compute and to approximate

Cites Work

• Random matrix products and measures on projective spaces
• Power-law behavior of Lyapunov exponents in some conservative dynamical systems
• Principles for the design of billiards with nonvanishing Lyapunov exponents
• Numerical study of a billiard in a gravitational field