Evaluation of the Lyapunov exponent for generalized linear second-order exponential systems

نویسنده

  • Nikolai K. Krivulin
چکیده

We consider generalized linear stochastic dynamical systems with secondorder state transition matrices. The entries of the matrix are assumed to be either independent and exponentially distributed or equal to zero. We give an overview of new results on evaluation of asymptotic growth rate of the system state vector, which is called the Lyapunov exponent of the system.

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عنوان ژورنال:
  • CoRR

دوره abs/1212.6079  شماره 

صفحات  -

تاریخ انتشار 2011