Oseledets Theorem - Statement of The Theorem

Statement of The Theorem

Let μ be an invariant measure on X and C a cocycle of the dynamical system such that for each t∈T, the maps and are L1-integrable with respect to μ. Then for μ-almost all x and each non-zero vector uRn the limit

exists and assumes, depending on u but not on x, up to n different values. These are the Lyapunov exponents.

Further, if λ1 > ... > λm are the different limits then there are subspaces Rn = R1 ⊃ ... ⊃ RmRm+1 = {0} such that the limit is λi for uRi\Ri+1 and i = 1, ..., m.

The values of the Lyapunov exponents are invariant with respect to a wide range of coordinate transformations. Suppose that g : XX is a one-to-one map such that and its inverse exist then the values of the Lyapunov exponents do not change.

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