Bai-Pollicott Algorithm for Markovian Products of Positive Matrices

Abstract

We consider the problem of estimating the top Lyapunov exponents for Markovian products of positive matrices. We define a new transfer operator as a matrix of classical transfer operators and prove its spectral properties. With the spectral properties, we generalize (and provide a more theoretically rigorous foundation for) an algorithm that was introduced informally by Bai and formally by Pollicott based on dynamical zeta functions.

arXiv commentacknowledgement added, Pollicott's algorithm is now referred as Bai-Pollicott algorithm

Cited by in corpus (2)

• On Transfer Operators for Markovian Products of Invertible Random Matrices
• Fast approximation of Lyapunov exponents: Beyond the locally constant case