A NONRANDOM SPECTRUM FOR LYAPUNOV EXPONENTS OF LINEAR STOCHASTIC-SYSTEMS

被引：1

作者：

FENG, XB

LOPARO, KA

机构：

[1] Department of Systems Engineering, Case Western Reserve University, Cleveland, Ohio

来源：

STOCHASTIC ANALYSIS AND APPLICATIONS | 1991年 / 9卷 / 01期

关键词：

D O I：

10.1080/07362999108809223

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

We study the problem of characterizing the Lyapunov exponents of linear stochastic systems x(t) = A (xi(t))x(t) with xi(t) being a finite state "step" process. A nonrandom spectrum for the Lyapunov exponents, similar to the results for products of i.i.d. random matrices and stochastic flows on manifolds, is obtained.

引用

页码：25 / 40

页数：16

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