• Corpus ID: 248069428

The Lyapunov spectrum for conditioned random dynamical systems

  title={The Lyapunov spectrum for conditioned random dynamical systems},
  author={Matheus M. Castro and Dennis Chemnitz and Hugo Chu and Maximilian Engel and Jeroen S.W. Lamb and Martin Rasmussen},
. We establish the existence of a full spectrum of Lyapunov exponents for memoryless random dynamical systems with absorption. To this end, we crucially embed the process conditioned to never being absorbed, the Q -process, into the framework of random dynamical systems, allowing us to study multiplicative ergodic properties. We show that the finite-time Lyapunov exponents converge in conditioned probability and apply our results to iterated function systems and stochastic differential equations. 
1 Citations

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