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• W4225976495 abstract "Consider a non-autonomous continuous-time linear system in which the time-dependent matrix determining the dynamics is piecewise constant and takes finitely many values $A_1, dotsc, A_N$. This paper studies the equality cases between the maximal Lyapunov exponent associated with the set of matrices ${A_1, dotsc, A_N}$, on the one hand, and the corresponding ones for piecewise deterministic Markov processes with modes $A_1, dotsc, A_N$, on the other hand. A fundamental step in this study consists in establishing a result of independent interest, namely, that any sequence of Markov processes associated with the matrices $A_1,dotsc, A_N$ converges, up to extracting a subsequence, to a Markov process associated with a suitable convex combination of those matrices." @default.
• W4225976495 created "2022-05-05" @default.
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• W4225976495 date "2023-01-01" @default.
• W4225976495 modified "2023-10-06" @default.
• W4225976495 title "On the gap between deterministic and probabilistic Lyapunov exponents for continuous-time linear systems" @default.
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• W4225976495 doi "https://doi.org/10.1214/23-ejp932" @default.
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