Finite-Time Lyapunov Exponents for Products of Random Transformations

I show 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.     

On the Largest Lyapunov Exponent for Products of Gaussian Matrices

The paper provides a new integral formula for the largest Lyapunov exponent of Gaussian matrices, which is valid in the real, complex and quaternion-valued cases. This formula is applied to derive asymptotic expressions for the largest Lyapunov exponent when the size of the matrix is large and compare the Lyapunov exponents in models with a spike and no spikes.     

Hole Probabilities and Overcrowding Estimates for Products of Complex Gaussian Matrices

We consider eigenvalues of a product of n non-Hermitian, independent random matrices. Each matrix in this product is of size N×N with independent standard complex Gaussian variables. The eigenvalues of such a product form a determinantal point process on the complex plane (Akemann and Burda in J. Phys. A, Math. Theor. 45:465201, 2011), which can be understood as a generalization of the finite Ginibre ensemble. As N→∞, a generalized infinite Ginibre ensemble arises. We show that the set of absolute values of the points of this determinantal process has the same distribution as $\{R_{1}^{(n)},R_{2}^{(n)},\ldots\}$ , where $R_{k}^{(n)}$ are independent, and $(R_{k}^{(n)} )^{2}$ is distributed as the product of n independent Gamma variables Gamma(k,1). This enables us to find the asymptotics for the hole probabilities, i.e. for the probabilities of the events that there are no points of the process in a disc of radius r with its center at 0, as r→∞. In addition, we solve the relevant overcrowding problem: we derive an asymptotic formula for the probability that there are more than m points of the process in a fixed disk of radius r with its center at 0, as m→∞.     

Random Matrices and Lyapunov Coefficients Regularity

Analyticity and other properties of the largest or smallest Lyapunov exponent of a product of real matrices with a “cone property” are studied as functions of the matrices entries, as long as they vary without destroying the cone property. The result is applied to stability directions, Lyapunov coefficients and Lyapunov exponents of a class of products of random matrices and to dynamical systems. The results are not new and the method is the main point of this work: it is is based on the classical theory of the Mayer series in Statistical Mechanics of rarefied gases.     

Lyapunov Exponents of Random Walks in Small Random Potential: The Lower Bound

We consider the simple random walk on ${\mathbb{Z}^d}$ Z d , d > 3, evolving in a potential of the form β V, where ${(V(x))_{x \in \mathbb{Z}^d}}$ ( V ( x ) ) x ∈ Z d are i.i.d. random variables taking values in [0, + ∞), and β > 0. When the potential is integrable, the asymptotic behaviours as β 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 β. The result can be rephrased in terms of the decay of the averaged Green function of the Anderson Hamiltonian ${-\triangle + \beta V}$ - ? + β V .     

Persistence Exponents for Gaussian Random Fields of Fractional Brownian Motion Type

Journal of Statistical Physics - The fractional Brownian motion of index 0?<?H?<?1, H-FBM, with d-dimensional time is considered on an expanding set $$ TDelta...     

Systematic Density Expansion of the Lyapunov Exponents for a Two-Dimensional Random Lorentz Gas

We study the Lyapunov exponents of a two-dimensional, random Lorentz gas at low density. The positive Lyapunov exponent may be obtained either by a direct analysis of the dynamics, or by the use of kinetic theory methods. To leading orders in the density of scatterers it is of the form A ₀ñln ñ+B ₀ñ, where A ₀ and B ₀ are known constants and ñ is the number density of scatterers expressed in dimensionless units. In this paper, we find that through order (ñ²), the positive Lyapunov exponent is of the form A ₀ñln ñ+B ₀ñ+A ₁ñ²ln ñ +B ₁ñ². Explicit numerical values of the new constants A ₁ and B ₁ are obtained by means of a systematic analysis. This takes into account, up to O(ñ²), the effects of all possible trajectories in two versions of the model; in one version overlapping scatterer configurations are allowed and in the other they are not.     

Quantum Lyapunov Exponents

We show that it is possible to associate univocally with each given solution of the time-dependent Schrödinger equation a particular phase flow (quantum flow) of a non-autonomous dynamical system. This fact allows us to introduce a definition of chaos in quantum dynamics (quantum chaos), which is based on the classical theory of chaos in dynamical systems. In such a way we can introduce quantities which may be appelled quantum Lyapunov exponents. Our approach applies to a non-relativistic quantum-mechanical system of n charged particles; in the present work numerical calculations are performed only for the hydrogen atom. In the computation of the trajectories we first neglect the spin contribution to chaos, then we consider the spin effects in quantum chaos. We show how the quantum Lyapunov exponents can be evaluated and give several numerical results which describe some properties found in the present approach. Although the system is very simple and the classical counterpart is regular, the most non-stationary solutions of the corresponding Schrödinger equation are chaotic according to our definition.     

Gaussian Fluctuations of Eigenvalues in Wigner Random Matrices

We study the fluctuations of eigenvalues from a class of Wigner random matrices that generalize the Gaussian orthogonal ensemble. We begin by considering an n×n matrix from the Gaussian orthogonal ensemble (GOE) or Gaussian symplectic ensemble (GSE) and let x _k denote eigenvalue number k. Under the condition that both k and n?k tend to infinity as n→∞, we show that x _k is normally distributed in the limit. We also consider the joint limit distribution of eigenvalues $(x_{k_{1}},\ldots,x_{k_{m}})$ from the GOE or GSE where k ₁, n?k _m and k _i+1?k _i , 1≤i≤m?1, tend to infinity with n. The result in each case is an m-dimensional normal distribution. Using a recent universality result by Tao and Vu, we extend our results to a class of Wigner real symmetric matrices with non-Gaussian entries that have an exponentially decaying distribution and whose first four moments match the Gaussian moments.     

Infinite Products of Random Isotropically Distributed Matrices

Statistical properties of infinite products of random isotropically distributed matrices are investigated. Both for continuous processes with finite correlation time and discrete sequences of independent matrices, a formalism that allows to calculate easily the Lyapunov spectrum and generalized Lyapunov exponents is developed. This problem is of interest to probability theory, statistical characteristics of matrix T-exponentials are also needed for turbulent transport problems, dynamical chaos and other parts of statistical physics.     

Long-Time-Tail Effects on Lyapunov Exponents of a Random, Two-Dimensional Field-Driven Lorentz Gas

We study the Lyapunov exponents for a moving, charged particle in a two-dimensional Lorentz gas with randomly placed, nonoverlapping hard-disk scatterers in a thermostatted electric field, . The low-density values of the Lyapunov exponents have been calculated with the use of an extended Lorentz–Boltzmann equation. In this paper we develop a method to extend theses results to higher density, using the BBGKY hierarchy equations and extending them to include the additional variables needed for calculation of the Lyapunov exponents. We then consider the effects of correlated collision sequences, due to the so-called ring events, on the Lyapunov exponents. For small values of the applied electric field, the ring terms lead to nonanalytic, field-dependent contributions to both the positive and negative Lyapunov exponents which are of the form ~ ²ln~, where ~ is a dimensionless parameter proportional to the strength of the applied field. We show that these nonanalytic terms can be understood as resulting from the change in the collision frequency from its equilibrium value due to the presence of the thermostatted field, and that the collision frequency also contains such nonanalytic terms.     

Space-Time Directional Lyapunov Exponents for Cellular Automata

Space-time directional Lyapunov exponents are introduced. They describe the maximal velocity of propagation to the right or to the left of fronts of perturbations in a frame moving with a given velocity. The continuity of these exponents as function of the velocity and an inequality relating them to the directional entropy is proved.     

Lyapunov Exponents for Particles Advected in Compressible Random Velocity Fields at Small and Large Kubo Numbers

We calculate the Lyapunov exponents describing spatial clustering of particles advected in one- and two-dimensional random velocity fields at finite Kubo numbers $\operatorname {Ku}$ (a dimensionless parameter characterising the correlation time of the velocity field). In one dimension we obtain accurate results up to $\operatorname {Ku}\sim 1$ by resummation of a perturbation expansion in $\operatorname {Ku}$ . At large Kubo numbers we compute the Lyapunov exponent by taking into account the fact that the particles follow the minima of the potential function corresponding to the velocity field. The Lyapunov exponent is always negative. In two spatial dimensions the sign of the maximal Lyapunov exponent λ ₁ may change, depending upon the degree of compressibility of the flow and the Kubo number. For small Kubo numbers we compute the first four non-vanishing terms in the small- $\operatorname {Ku}$ expansion of the Lyapunov exponents. By resumming these expansions we obtain a precise estimate of the location of the path-coalescence transition (where λ ₁ changes sign) for Kubo numbers up to approximately $\operatorname{Ku} = 0.5$ . For large Kubo numbers we estimate the Lyapunov exponents for a partially compressible velocity field by assuming that the particles sample those stagnation points of the velocity field that have a negative real part of the maximal eigenvalue of the matrix of flow-velocity gradients.     

Continuity of the Lyapunov Exponents for Quasiperiodic Cocycles

Consider the Banach manifold of real analytic linear cocycles with values in the general linear group of any dimension and base dynamics given by a Diophantine translation on the circle. We prove a precise higher dimensional Avalanche Principle and use it in an inductive scheme to show that the Lyapunov spectrum blocks associated to a gap pattern in the Lyapunov spectrum of such a cocycle are locally Hölder continuous. Moreover, we show that all Lyapunov exponents are continuous everywhere in this Banach manifold, irrespective of any gap pattern in their spectra. These results also hold for Diophantine translations on higher dimensional tori, albeit with a loss in the modulus of continuity of the Lyapunov spectrum blocks.     

Positive Lyapunov Exponents for Higher Dimensional Quasiperiodic Cocycles

We consider an m-dimensional analytic cocycle \({\mathbb{T} \times \mathbb{R}^m \ni (x, \vec{\psi}) \mapsto (x + \omega, A (x) \cdot \vec{\psi}) \in \mathbb{T} \times \mathbb{R}^m}\) , where \({\omega \notin \mathbb{Q}}\) and \({A \in C^\omega (\mathbb{T}, \mathrm{Mat}_m (\mathbb{R}))}\) . Assuming that the d × d upper left corner block of A is typically large enough, we prove that the d largest Lyapunov exponents associated with this cocycle are bounded away from zero. The result is uniform relative to certain measurements on the matrix blocks forming the cocycle. As an application of this result, we obtain nonperturbative (in the spirit of Sorets–Spencer theorem) positive lower bounds of the nonnegative Lyapunov exponents for various models of band lattice Schrödinger operators.     

Products of Random Matrices and Generalised Quantum Point Scatterers

To every product of 2×2 matrices, there corresponds a one-dimensional Schrödinger equation whose potential consists of generalised point scatterers. Products of random matrices are obtained by making these interactions and their positions random. We exhibit a simple one-dimensional quantum model corresponding to the most general product of matrices in SL(2,?). We use this correspondence to find new examples of products of random matrices for which the invariant measure can be expressed in simple analytical terms.     

Multifractal Analysis for Lyapunov Exponents on Nonconformal Repellers

For nonconformal repellers satisfying a certain cone condition, we establish a version of multifractal analysis for the topological entropy of the level sets of the Lyapunov exponents. Due to the nonconformality, the Lyapunov exponents are averages of nonadditive sequences of potentials, and thus one cannot use Birkhoff’s ergodic theorem nor the classical thermodynamic formalism. We use instead a nonadditive topological pressure to characterize the topological entropy of each level set. This prevents us from estimating the complexity of the level sets using the classical Gibbs measures, which are often one of the main ingredients of multifractal analysis. Instead, we avoid even equilibrium measures, and thus in particular g-measures, by constructing explicitly ergodic measures, although not necessarily invariant, which play the corresponding role in our work.Supported by the Center for Mathematical Analysis, Geometry, and Dynamical Systems, through FCT by Program POCTI/FEDER and the grant SFRH/BPD/12108/2003.