An upper bound for the largest Lyapunov exponent of a Markovian product of nonnegative matrices
An upper bound for the largest Lyapunov exponent of a Markovian product of nonnegative matrices
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DOI：
10.1016/j.tcs.2004.12.025
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发表时间：
2005-02-28
影响因子：
1.1
通讯作者：
Anantharam, V
中科院分区：
文献类型：
--
作者：
Gharavi, R;Anantharam, V
我们使用马尔可夫类型计数参数导出非负矩阵马尔可夫乘积的最大李雅普诺夫指数的上限。界限表示为概率分布的有限维凸多面体上的非线性凹函数的最大值。 (c) 2005 Elsevier B.V. 保留所有权利。
We derive an upper bound for the largest Lyapunov exponent of a Markovian product of nonnegative matrices using Markovian type counting arguments. The bound is expressed as the maximum of a nonlinear concave function over a finite-dimensional convex polytope of probability distributions. (c) 2005 Elsevier B.V. All rights reserved.