Finite-time Lyapunov exponents for products of random transformations
| dc.creator | Gamba, Andrea | |
| dc.date | 2003-03-26 | |
| dc.date.accessioned | 2026-07-07T05:34:38Z | |
| dc.date.available | 2026-07-07T05:34:38Z | |
| dc.description | It is shown how continuous products of random transformations constrained by a generic group structure can be studied by using Iwasawa's decomposition into ``angular'', ``diagonal'' and ``shear'' degrees of freedom. In the case of a Gaussian process a set of variables, adapted to the Iwasawa decomposition and still having a Gaussian distribution, is introduced and used to compute the statistics of the finite-time Lyapunov spectrum of the process. The variables also allow to show the exponential freezing of the ``shear'' degrees of freedom, which contain information about the Lyapunov eigenvectors. | |
| dc.identifier | https://arxiv.org/abs/nlin/0303060 | |
| dc.identifier | http://arxiv.org/abs/nlin/0303060 | |
| dc.identifier | J. Stat. Phys. 112 (2003) 193-218 | |
| dc.identifier.uri | http://salesiana.dossiersoluciones.com/handle/123456789/80443 | |
| dc.subject | Chaotic Dynamics | |
| dc.subject | Statistical Mechanics | |
| dc.title | Finite-time Lyapunov exponents for products of random transformations | |
| dc.type | text |