{
  "id": "1212.6079",
  "version": "v1",
  "published": "2012-12-25T19:56:05.000Z",
  "updated": "2012-12-25T19:56:05.000Z",
  "title": "Evaluation of the Lyapunov exponent for generalized linear second-order exponential systems",
  "authors": [
    "Nikolai Krivulin"
  ],
  "comment": "The 6th St. Petersburg Workshop on Simulation, St. Petersburg, Russia, June 28-July 4, 2009",
  "journal": "Proc. 6th St. Petersburg Workshop on Simulation, Volume II, 2009, pp. 875-881",
  "categories": [
    "math.OC",
    "cs.SY",
    "math.PR"
  ],
  "abstract": "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.",
  "revisions": [
    {
      "version": "v1",
      "updated": "2012-12-25T19:56:05.000Z"
    }
  ],
  "analyses": {
    "subjects": [
      "68M20",
      "90B15",
      "37H15",
      "93C65",
      "15A80"
    ],
    "keywords": [
      "generalized linear second-order exponential systems",
      "lyapunov exponent",
      "linear stochastic dynamical systems",
      "evaluation",
      "second-order state transition matrices"
    ],
    "tags": [
      "journal article"
    ],
    "note": {
      "typesetting": "TeX",
      "pages": 0,
      "language": "en",
      "license": "arXiv",
      "status": "editable",
      "adsabs": "2012arXiv1212.6079K"
    }
  }
}