AbstractWe derive an upper bound for the largest Lyapunov exponent of a Markovian product of nonnegative matrices using Markovian type counting arguments. The bound is expressed as the maximum of a nonlinear concave function over a finite-dimensional convex polytope of probability distributions
Two commonly adopted expressions for the largest Lyapunov exponents of linearized stochastic systems...
We develop the Lyapunov exponent of (max,+)-linear systems into a Taylor series. To this end, we ext...
Max-plus stochastic linear systems describe a wide variety of non-linear queueing processes. The dyn...
We introduce a new approach to evaluate the largest Lyapunov exponent of a family of nonnegative mat...
v4: 24 pages, published versionInternational audienceLyapunov exponents describe the asymptotic beha...
The paper provides a new formula for the largest Lyapunov exponent of Gaussian matrices, which is va...
AbstractLet γ(p) be the maximal Lyapunov exponent for an independently and identically distributed (...
International audienceConsider a non-autonomous continuous-time linear system in which the time-depe...
In this article we study the Lyapunov exponent for random matrix products of positive matrices and e...
We study the top Lyapunov exponents of random products of positive 2×2 matrices and obtain an effici...
The Lyapunov exponent characterizes the asymptotic behavior of long matrix products. Recognizing sce...
We analyze the effect of finite memory on the Lyapunov exponent of products of random matrices by co...
We examine the number dependence of the largest Lyapunov exponent for nonlinear dynamical systems in...
We consider a certain infinite product of random 2 x 2 matrices appearing in the solution of some 1 ...
Max-plus stochastic linear systems describe a wide variety of non-linear queueing processes. The dyn...
Two commonly adopted expressions for the largest Lyapunov exponents of linearized stochastic systems...
We develop the Lyapunov exponent of (max,+)-linear systems into a Taylor series. To this end, we ext...
Max-plus stochastic linear systems describe a wide variety of non-linear queueing processes. The dyn...
We introduce a new approach to evaluate the largest Lyapunov exponent of a family of nonnegative mat...
v4: 24 pages, published versionInternational audienceLyapunov exponents describe the asymptotic beha...
The paper provides a new formula for the largest Lyapunov exponent of Gaussian matrices, which is va...
AbstractLet γ(p) be the maximal Lyapunov exponent for an independently and identically distributed (...
International audienceConsider a non-autonomous continuous-time linear system in which the time-depe...
In this article we study the Lyapunov exponent for random matrix products of positive matrices and e...
We study the top Lyapunov exponents of random products of positive 2×2 matrices and obtain an effici...
The Lyapunov exponent characterizes the asymptotic behavior of long matrix products. Recognizing sce...
We analyze the effect of finite memory on the Lyapunov exponent of products of random matrices by co...
We examine the number dependence of the largest Lyapunov exponent for nonlinear dynamical systems in...
We consider a certain infinite product of random 2 x 2 matrices appearing in the solution of some 1 ...
Max-plus stochastic linear systems describe a wide variety of non-linear queueing processes. The dyn...
Two commonly adopted expressions for the largest Lyapunov exponents of linearized stochastic systems...
We develop the Lyapunov exponent of (max,+)-linear systems into a Taylor series. To this end, we ext...
Max-plus stochastic linear systems describe a wide variety of non-linear queueing processes. The dyn...
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