Questions tagged [lyapunov-exponent]

The Lyapunov characteristic exponent [LCE] gives the rate of exponential divergence from perturbed initial conditions.

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Calculate of Lyapunov Exponents of a sequence of random matrices

Let $(\Omega,\mathcal{F},\mathbb{P}):=(M^{\mathbb{N}_{0}},\mathcal{M}^{\mathbb{N}_{0}},\mathbb{P})$ be a probability space where $M=\left\{0,1,2,3,4\right\}$, $\mathcal{M}^{\mathbb{N}_{0}}$ is product ...
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Are Lyapovov exponents related to statistical precision? [closed]

In my understanding, Lyapunov exponents measure the average rate of separation of near-identical chaotic trajectories, while statistical precision, in the context of a predictive model, is a measure ...