Bai-Pollicott Algorithm for Markovian Products of Positive Matrices

Fan Wang; David Steinsaltz

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arXiv · 1904.05560

Bai-Pollicott Algorithm for Markovian Products of Positive Matrices

Fan Wang·David Steinsaltz

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Abstract

We consider the problem of estimating the top Lyapunov exponents for Markovian products of positive matrices. We define a new transfer operator as a matrix of classical transfer operators and prove its spectral properties. With the spectral properties, we generalize (and provide a more theoretically rigorous foundation for) an algorithm that was introduced informally by Bai and formally by Pollicott based on dynamical zeta functions.

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Fan Wang, David Steinsaltz. 2019-04-11. Bai-Pollicott Algorithm for Markovian Products of Positive Matrices. https://arxiv.org/abs/1904.05560

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