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Correlation free forms for nonlinear stochastic systems

โœ Scribed by S.M Meerkov; T Runolfsson; Z Schuss


Book ID
103198841
Publisher
Elsevier Science
Year
1989
Tongue
English
Weight
549 KB
Volume
139
Category
Article
ISSN
0022-247X

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Furstenberg's theorem for nonlinear stoc
โœ Andrew Carverhill ๐Ÿ“‚ Article ๐Ÿ“… 1987 ๐Ÿ› Springer ๐ŸŒ English โš– 301 KB

We extend Furstenberg's theorem to the case of an i.i.d, random composition of incompressible diffeomorphisms of a compact manifold M. The original theorem applies to linear maps {X~}i~ N on IR m with determinant 1, and says that the highest Lyapunov exponent /3=--lim I ilx, ~ .... XIH n~oo ~/ is st