Fast Approximation of the $p$-Radius, Matrix Pressure, or Generalized Lyapunov Exponent for Positive and Dominated Matrices

Lyapunov Exponent for Products of Random Matrices

Fast Methods for Computing the p-Radius of Matrices

The p-radius characterizes the average rate of growth of norms of matrices in a multiplicative semigroup. This quantity has found several applications in recent years. We raise the question of its computability. We prove that the complexity of its approximation increases exponentially with p. We then describe a series of approximations that converge to the p-radius with a priori computable accu...

On the Approximation of Matrix Products and Positive Definite Matrices

In this paper, we introduce and analyze new randomized and deterministic algorithms to approximate the product of two matrices. In addition we provide what is, to the best of our knowledge, the first relative error bound for the Nyström approximation of quadratic forms. While deriving the proofs of the results, we highlight several new connections between matrix products, the Nyström extension ...

Exact Lyapunov Exponent for Infinite Products of Random Matrices

In this work, we give a rigorous explicit formula for the Lyapunov exponent for some binary infinite products of random 2 × 2 real matrices. All these products are constructed using only two types of matrices, A and B, which are chosen according to a stochastic process. The matrix A is singular, namely its determinant is zero. This formula is derived by using a particular decomposition for the ...

Positive Lyapunov Exponent by a Random Perturbation

We study the effect of a random perturbation on a one-parameter family of dynamical systems whose behavior in the absence of perturbation is ill understood. We provide conditions under which the perturbed system is ergodic and admits a positive Lyapunov exponent, with an explicit lower bound, for a large and controlled set of parameter values. Acknowledgements. The authors are indebted to Lai-S...