Estimating invariant measures and Lyapunov exponents

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Abstract

This paper describes a method for obtaining rigorous numerical bounds on time averages for a class of one-dimensional expanding maps. The idea is to directly estimate the absolutely continuous invariant measure for these maps, without computing trajectories. The main theoretical result is a bound on the convergence rate of the Frobenius-Perron operator for such maps. The method is applied to estimate the Lyapunov exponents for a planar map of recent interest.

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APA

Hunt, B. R. (1996). Estimating invariant measures and Lyapunov exponents. Ergodic Theory and Dynamical Systems, 16(4), 735–749. https://doi.org/10.1017/s014338570000907x

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