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Analytic dependence of Lyapunov exponents on transition probabilities. (English) Zbl 0762.60005

Lyapunov exponents, Proc. Conf., Oberwolfach/Ger. 1990, Lect. Notes Math. 1486, 64-80 (1991).
[For the entire collection see Zbl 0733.00015.]
The dependence of the top Lyapunov exponent for random products of matrices on the initial distribution is studied. The matrices considered are either i.i.d. or form a mixing Markov chain.

MSC:

60B15 Probability measures on groups or semigroups, Fourier transforms, factorization
60F99 Limit theorems in probability theory
60H99 Stochastic analysis
37A99 Ergodic theory
60J60 Diffusion processes

Citations:

Zbl 0733.00015
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