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Computing Lyapunov constants for random recurrences with smooth coefficients

Abstract:

In recent years, there has been much interest in the growth and decay rates (Lyapunov constants) of solutions to random recurrences such as the random Fibonacci sequence $x_{n+1} = \pm x_{n} \pm x_{n-1}$. Many of these problems involve non-smooth dynamics (nondifferentiable invariant measures), making computations hard. Here, however, we consider recurrences with smooth random coefficients and smooth invariant measures. By computing discretised invariant measures and applying Richardson extra...

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Publication date:
2000-02-05
URN:
uuid:51ea119c-3c3c-4ccb-9a20-68de774b0e76
Local pid:
oai:eprints.maths.ox.ac.uk:1280