On the estimation of invariant measures and Lyapunov exponents arising from iid compositions of maps

Abstract

We present a method of approximating the unique invariant measure and associated Lyapunov exponents of a random dynamical system deened by the iid composition of a family of maps in situations where only one Lyapunov exponent is observed. As a corollary, our construction also provides a method of estimating the top Lyapunov exponent of an iid random matrix… (More)

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