Computing Lyapunov constants for random recurrences with smooth coefficients
In recent years, there has been much interest in the growth and decay rates (Lyapunov constants) of solutions to random recurrences such as the random Fibonacci sequence $x_{n+1} = \pm x_{n} \pm x_{n-1}$. Many of these problems involve non-smooth dynamics (nondifferentiable invariant measures), maki...
| Main Authors: | , |
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| Format: | Report |
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Unspecified
2000
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