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Asymptotic Analysis of the Lyapunov Exponents of Certain Linear Hamiltonian Systems with Small Noise

✍ Scribed by Heidrun Teichert


Publisher
John Wiley and Sons
Year
1995
Tongue
English
Weight
784 KB
Volume
172
Category
Article
ISSN
0025-584X

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✦ Synopsis


Abstract

In the paper there are considered linear Hamiltonian systems in R^2n^ which include a small additive random term depending on a stationary ergodic Markov process. Under some regularity assumptions we derive asymptotic expansions for certain Lyapunov exponents of the systems (or for sums of them). The method used here is also applicable to the asymptotic analysis of a generalized rotation number.