The conditioned Lyapunov spectrum for random dynamical systems
Annales de l’Institut Henri Poincaré, Probabilités et Statistiques 61(3), 1845–1877
We establish a full Lyapunov spectrum for random dynamical systems with absorption. Embedding the process conditioned on indefinite survival into the random dynamical systems framework gives convergence of finite-time exponents in conditioned probability.
BibTeX citation
@article{castro2025conditioned,
author = {Castro, Matheus M. and Chemnitz, Dennis and Chu, Hugo and Engel, Maximilian and Lamb, Jeroen S. W. and Rasmussen, Martin},
title = {The conditioned {Lyapunov} spectrum for random dynamical systems},
journal = {Annales de l'Institut Henri Poincar\'e, Probabilit\'es et Statistiques},
year = {2025},
volume = {61},
number = {3},
pages = {1845--1877},
doi = {10.1214/24-AIHP1466},
eprint = {2204.04129},
archivePrefix = {arXiv}
}