Oseledets Theorem - Cocycles

Cocycles

The multiplicative ergodic theorem is stated in terms of matrix cocycles of a dynamical system. The theorem states conditions for the existence of the defining limits and describes the Lyapunov exponents. It does not address the rate of convergence.

A cocycle of an autonomous dynamical system is a map C : X×TRn×n satisfying

where X and T (with T = Z or T = R) are the phase space and the time range, respectively, of the dynamical system, and In is the n-dimensional unit matrix. The dimension n of the matrices C is not related to the phase space X.

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