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 Thi Thu Hien Le Mathematics , 2013, Abstract: We consider a simple random walk in an i.i.d. non-negative potential on the d-dimensional integer lattice, $d\geq 3$. We study the quenched Lyapunov exponents, and present a probabilistic proof of its continuity when the potentials converge in distribution.
 Physics , 2013, DOI: 10.1088/1751-8113/46/25/254002 Abstract: Generic dynamical systems have typical' Lyapunov exponents, measuring the sensitivity to small perturbations of almost all trajectories. A generic system has also trajectories with exceptional values of the exponents, corresponding to unusually stable or chaotic situations. From a more mathematical point of view, large deviations of Lyapunov exponents characterize phase-space topological structures such as separatrices, homoclinic trajectories and degenerate tori. Numerically sampling such large deviations using the Lyapunov Weighted Dynamics allows one to pinpoint, for example, stable configurations in celestial mechanics or collections of interacting chaotic breathers' in nonlinear media. Furthermore, we show that this numerical method allows one to compute the topological pressure of extended dynamical systems, a central quantity in the Thermodynamic of Trajectories of Ruelle.
 Mathematics , 2012, DOI: 10.1007/s10959-013-0514-z Abstract: We consider a random walk in random environment with random holding times, that is, the random walk jumping to one of its nearest neighbors with some transition probability after a random holding time. Both the transition probabilities and the laws of the holding times are randomly distributed over the integer lattice. Our main result is a quenched large deviation principle for the position of the random walk. The rate function is given by the Legendre transform of the so-called Lyapunov exponents for the Laplace transform of the first passage time. By using this representation, we derive some asymptotics of the rate function in some special cases.
 Mathematics , 2014, Abstract: We consider the simple random walk on $\mathbb{Z}^d$ evolving in a random i.i.d. potential taking values in $[0,+\infty)$. The potential is not assumed integrable, and can be rescaled by a multiplicative factor $\lambda > 0$. Completing the work started in a companion paper, we give the asymptotic behaviour of the Lyapunov exponents for $d \ge 3$, both annealed and quenched, as the scale parameter $\lambda$ tends to zero.
 Mathematics , 2012, DOI: 10.1007/s00220-013-1781-3 Abstract: We consider the simple random walk on Z^d, d > 2, evolving in a potential of the form \beta V, where (V(x), x \in Z^d) are i.i.d. random variables taking values in [0,+\infty), and \beta\ > 0. When the potential is integrable, the asymptotic behaviours as \beta\ tends to 0 of the associated quenched and annealed Lyapunov exponents are known (and coincide). Here, we do not assume such integrability, and prove a sharp lower bound on the annealed Lyapunov exponent for small \beta. The result can be rephrased in terms of the decay of the averaged Green function of the Anderson Hamiltonian -\Delta\ + \beta V.
 Physics , 1999, DOI: 10.1016/S0378-4371(00)00184-9 Abstract: A new order parameter approximation to Random Boolean Networks (RBN) is introduced, based on the concept of Boolean derivative. A statistical argument involving an annealed approximation is used, allowing to measure the order parameter in terms of the statistical properties of a random matrix. Using the same formalism, a Lyapunov exponent is calculated, allowing to provide the onset of damage spreading through the network and how sensitive it is to minimal perturbations. Finally, the Lyapunov exponents are obtained by means of different approximations: through distance method and a discrete variant of the Wolf's method for continuous systems.
 Peter J. Forrester Statistics , 2012, DOI: 10.1007/s10955-013-0735-7 Abstract: The exact value of the Lyapunov exponents for the random matrix product $P_N = A_N A_{N-1}...A_1$ with each $A_i = \Sigma^{1/2} G_i^{\rm c}$, where $\Sigma$ is a fixed $d \times d$ positive definite matrix and $G_i^{\rm c}$ a $d \times d$ complex Gaussian matrix with entries standard complex normals, are calculated. Also obtained is an exact expression for the sum of the Lyapunov exponents in both the complex and real cases, and the Lyapunov exponents for diffusing complex matrices.
 J. Vanneste Physics , 2009, DOI: 10.1103/PhysRevE.81.036701 Abstract: We discuss several techniques for the evaluation of the generalised Lyapunov exponents which characterise the growth of products of random matrices in the large-deviation regime. A Monte Carlo algorithm that performs importance sampling using a simple random resampling step is proposed as a general-purpose numerical method which is both efficient and easy to implement. Alternative techniques complementing this method are presented. These include the computation of the generalised Lyapunov exponents by solving numerically an eigenvalue problem, and some asymptotic results corresponding to high-order moments of the matrix products. Taken together, the techniques discussed in this paper provide a suite of methods which should prove useful for the evaluation of the generalised Lyapunov exponents in a broad range of applications. Their usefulness is demonstrated on particular products of random matrices arising in the study of scalar mixing by complex fluid flows.
 International Journal of Stochastic Analysis , 1997, DOI: 10.1155/s1048953397000270 Abstract: A random map is a discrete time dynamical system in which one of a number of transformations is selected randomly and implemented. Random maps have been used recently to model interference effects in quantum physics. The main results of this paper deal with the Lyapunov exponents for higher dimensional random maps, where the individual maps are Jabloński maps on the n-dimensional cube.
 Mathematics , 2004, Abstract: Let $(Z_n)_{n\in\N}$ be a $d$-dimensional {\it random walk in random scenery}, i.e., $Z_n=\sum_{k=0}^{n-1}Y(S_k)$ with $(S_k)_{k\in\N_0}$ a random walk in $\Z^d$ and $(Y(z))_{z\in\Z^d}$ an i.i.d. scenery, independent of the walk. The walker's steps have mean zero and finite variance. We identify the speed and the rate of the logarithmic decay of $\P(\frac 1n Z_n>b_n)$ for various choices of sequences $(b_n)_n$ in $[1,\infty)$. Depending on $(b_n)_n$ and the upper tails of the scenery, we identify different regimes for the speed of decay and different variational formulas for the rate functions. In contrast to recent work \cite{AC02} by A. Asselah and F. Castell, we consider sceneries {\it unbounded} to infinity. It turns out that there are interesting connections to large deviation properties of self-intersections of the walk, which have been studied recently by X. Chen \cite{C03}.
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