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Lower and upper bounds for the largest Lyapunov exponent of matrices
Linear Algebra and its Applications. 2013. Vol. 438. No. 11. P. 4448–4468.
Protasov V., Jungers R.
We introduce a new approach to evaluate the largest Lyapunov exponent of a family of nonnegative matrices. The method is based on using special positive homogeneous functionals on , which gives iterative lower and upper bounds for the Lyapunov exponent. They improve previously known bounds and converge to the real value. The rate of convergence is estimated and the efficiency of the algorithm is demonstrated on several problems from applications (in functional analysis, combinatorics, and language theory) and on numerical examples with randomly generated matrices. The method computes the Lyapunov exponent with a prescribed accuracy in relatively high dimensions (up to 60). We generalize this approach to all matrices, not necessarily nonnegative, derive a new universal upper bound for the Lyapunov exponent, and show that a potential similar lower bound does not exist in general.
Language:
English
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