An upper bound for the largest Lyapunov exponent of a Markovian product of nonnegative matrices

Authors:
Reza Gharavi;V. Anantharam
Affiliations:
School of Electrical Engineering, Cornell University, Ithaca, NY;EECS Department, University of California, Berkeley, CA
Venue:
Theoretical Computer Science
Year:
2005

Citing 4
Cited 3

Parallel and distributed computation: numerical methods

Parallel and distributed computation: numerical methods
A structure theorem for partially asynchronous relaxations with random delays

A structure theorem for partially asynchronous relaxations with random delays
Information Theory: Coding Theorems for Discrete Memoryless Systems

Information Theory: Coding Theorems for Discrete Memoryless Systems
On the Entropy of a Hidden Markov Process

DCC '04 Proceedings of the Conference on Data Compression

Overlap-free words and spectra of matrices

Theoretical Computer Science
Asymptotics of entropy rate in special families of hidden Markov chains

IEEE Transactions on Information Theory
Noisy constrained capacity for BSC channels

IEEE Transactions on Information Theory

Quantified Score

Hi-index	5.35

Visualization

Abstract

We derive an upper bound for the largest Lyapunov exponent of a Markovian product of nonnegative matrices using Markovian type counting arguments. The bound is expressed as the maximum of a nonlinear concave function over a finite-dimensional convex polytope of probability distributions.