Fast Approximation of the $p$-Radius, Matrix Pressure, or Generalized Lyapunov Exponent for Positive and Dominated Matrices
Fast Approximation of the $p$-Radius, Matrix Pressure, or Generalized Lyapunov Exponent for Positive and Dominated Matrices
If $A_1,\ldots,A_N$ are real $d \times d$ matrices, then the $p$-radius, generalized Lyapunov exponent, or matrix pressure is defined to be the asymptotic exponential growth rate of the sum $\sum_{i_1,\ldots,i_n=1}^N \|A_{i_n}\cdots A_{i_1}\|^p$, where $p$ is a real parameter. Under its various names this quantity has been investigated for its applications …