Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › Research
Evaluation of the Lyapunov exponent for generalized linear second-order exponential systems. / Krivulin, Nikolai.
Proc. 6th St. Petersburg Workshop on Simulation. Vol. Volume II 2009. p. 875-881.Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › Research
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TY - GEN
T1 - Evaluation of the Lyapunov exponent for generalized linear second-order exponential systems
AU - Krivulin, Nikolai
PY - 2009
Y1 - 2009
N2 - We consider generalized linear stochastic dynamical systems with second-order state transition matrices. The entries of the matrix are assumed to be either independent and exponentially distributed or equal to zero. We give an overview of new results on evaluation of asymptotic growth rate of the system state vector, which is called the Lyapunov exponent of the system.
AB - We consider generalized linear stochastic dynamical systems with second-order state transition matrices. The entries of the matrix are assumed to be either independent and exponentially distributed or equal to zero. We give an overview of new results on evaluation of asymptotic growth rate of the system state vector, which is called the Lyapunov exponent of the system.
M3 - Conference contribution
VL - Volume II
SP - 875
EP - 881
BT - Proc. 6th St. Petersburg Workshop on Simulation
ER -
ID: 28451643