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• W2891821533 abstract "We consider three matrix models of order 2 with one random entry $epsilon$ and the other three entries being deterministic. In the first model, we let $epsilonsimtextrm{Bernoulli}left(frac{1}{2}right)$. For this model we develop a new technique to obtain estimates for the top Lyapunov exponent in terms of a multi-level recursion involving Fibonacci-like sequences. This in turn gives a new characterization for the Lyapunov exponent in terms of these sequences. In the second model, we give similar estimates when $epsilonsimtextrm{Bernoulli}left(pright)$ and $pin [0,1]$ is a parameter. Both of these models are related to random Fibonacci sequences. In the last model, we compute the Lyapunov exponent exactly when the random entry is replaced with $xiepsilon$ where $epsilon$ is a standard Cauchy random variable and $xi$ is a real parameter. We then use Monte Carlo simulations to approximate the variance in the CLT for both parameter models." @default.
• W2891821533 created "2018-09-27" @default.
• W2891821533 creator A5002965802 @default.
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• W2891821533 date "2018-09-07" @default.
• W2891821533 modified "2023-09-27" @default.
• W2891821533 title "Lyapunov exponent and variance in the CLT for products of random matrices related to random Fibonacci sequences" @default.
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• W2891821533 hasPublicationYear "2018" @default.
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