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Towards a constructive approach to Lyapunov exponents.
Probability| Speaker: | Ilya Goldsheid, UC Davis |
| Location: | 693 Kerr |
| Start time: | Tue, Apr 20 2004, 3:10PM |
Description
Abstract. The classical result by Furstenberg (1963) states that if
certain mild conditions are satisfied then products of i.i.d. random
matrices from SL(m,R) grow exponentially fast.
The classical result by Furstenberg (1963) states
that if certain mild conditions are satisfied then products of i.i.d. random
matrices from SL(m,R) grow exponentially fast.
This fact plays a crucial
role in many applications of the theory of products of random matrices.
However there are many problems (in particular in mathematical physics)
for which one needs constructive estimates for Lyapunov exponents. I shall
discuss several problems of this sort and explain an approach leading to
their solution.