Effective estimates on the top Lyapunov exponent for random matrix products.

@article{Jurga2019EffectiveEO,
  title={Effective estimates on the top Lyapunov exponent for random matrix products.},
  author={N. Jurga and I. Morris},
  journal={arXiv: Dynamical Systems},
  year={2019}
}
  • N. Jurga, I. Morris
  • Published 2019
  • Mathematics
  • arXiv: Dynamical Systems
  • We study the top Lyapunov exponents of random products of positive $2 \times 2$ matrices and obtain an efficient algorithm for its computation. As in the earlier work of Pollicott, the algorithm is based on the Fredholm theory of determinants of trace-class linear operators. In this article we obtain a simpler expression for the approximations which only require calculation of the eigenvalues of finite matrix products and not the eigenvectors. Moreover, we obtain effective bounds on the error… CONTINUE READING

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