Abstract
We give a new proof of E. Le Page’s theorem on the Hölder continuity of the first Lyapunov exponent in the class of irreducible Bernoulli cocycles. This suggests an algorithm to approximate the first Lyapunov exponent, as well as the stationary measure, for such random cocycles.
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Acknowledgements
The first author was partially supported by CNPq through the Project 312698/2013-5. The second author was partially supported by Fundação para a Ciência e a Tecnologia through the strategic Project PEst-OE/MAT/UI0209/2013.
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Baraviera, A., Duarte, P. Approximating Lyapunov Exponents and Stationary Measures. J Dyn Diff Equat 31, 25–48 (2019). https://doi.org/10.1007/s10884-018-9724-5
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DOI: https://doi.org/10.1007/s10884-018-9724-5