The conditioned Lyapunov spectrum for random dynamical systems
| Authors |
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|---|---|
| Publication date | 08-2025 |
| Journal | Annales de l'institut Henri Poincare (B) Probability and Statistics |
| Volume | Issue number | 61 | 3 |
| Pages (from-to) | 1845-1877 |
| Organisations |
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| Abstract | We establish the existence of a full spectrum of Lyapunov exponents for memoryless random dynamical systems with absorption. To this end, we crucially embed the process conditioned to never being absorbed, the Q-process, into the framework of random dynamical systems, allowing us to study multiplicative ergodic properties. We show that the finite-time Lyapunov exponents converge in conditioned probability and apply our results to iterated function systems and stochastic differential equations. |
| Document type | Article |
| Language | English |
| Published at | https://doi.org/10.1214/24-AIHP1466 |
| Other links | https://www.scopus.com/pages/publications/105013759787 |
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The conditioned Lyapunov spectrum for random dynamical systems
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