Lyapunov Exponent of Rank One Matrices: Ergodic Formula and Inapproximability of the Optimal Distribution

Jason M. Altschuler, Pablo A. Parrilo

The Lyapunov exponent corresponding to a set of square matrices $\mathcal{A}=\{A_1,\dots ,A_n\}$ and a probability distribution $p$ over $\{1,\dots ,n\}$ is $λ(\mathcal{A},p)…