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dc.contributor.author
Sutter, David
dc.contributor.author
Fawzi, Omar
dc.contributor.author
Renner, Renato
dc.date.accessioned
2020-01-28T16:06:52Z
dc.date.available
2020-01-17T21:27:59Z
dc.date.available
2020-01-28T16:06:52Z
dc.date.issued
2019
dc.identifier.uri
http://hdl.handle.net/20.500.11850/391630
dc.description.abstract
Lyapunov exponents describe the asymptotic behavior of the singular values of large products of random matrices. A direct computation of these exponents is however often infeasible. Here we derive an analytical upper and lower bound for the maximal and minimal Lyapunov exponent, respectively. The bounds are tight in the commutative case and other scenarios. They can be expressed in terms of an optimization problem that only involves single matrices rather than large products. The upper bound for the maximal Lyapunov exponent can be evaluated efficiently via the theory of convex optimization.
en_US
dc.language.iso
en
en_US
dc.publisher
Cornell University
en_US
dc.subject
Computer Science - Information Theory
en_US
dc.subject
Quantum Physics
en_US
dc.subject
Mathematical Physics
en_US
dc.subject
Mathematics - Dynamical Systems
en_US
dc.title
Bounds on Lyapunov exponents via entropy accumulation
en_US
dc.type
Working Paper
dc.date.published
2019
ethz.journal.title
arXiv
ethz.pages.start
1905.03270
en_US
ethz.size
22 p.
en_US
ethz.identifier.arxiv
1905.03270
ethz.publication.place
Ithaca, NY
en_US
ethz.publication.status
published
en_US
ethz.leitzahl
ETH Zürich::00002 - ETH Zürich::00012 - Lehre und Forschung::00007 - Departemente::02010 - Dep. Physik / Dep. of Physics::02511 - Institut für Theoretische Physik / Institute for Theoretical Physics::03781 - Renner, Renato / Renner, Renato
en_US
ethz.leitzahl.certified
ETH Zürich::00002 - ETH Zürich::00012 - Lehre und Forschung::00007 - Departemente::02010 - Dep. Physik / Dep. of Physics::02511 - Institut für Theoretische Physik / Institute for Theoretical Physics::03781 - Renner, Renato / Renner, Renato
ethz.date.deposited
2020-01-17T21:28:07Z
ethz.source
BATCH
ethz.eth
yes
en_US
ethz.availability
Metadata only
en_US
ethz.rosetta.installDate
2020-01-28T16:07:02Z
ethz.rosetta.lastUpdated
2020-01-28T16:07:02Z
ethz.rosetta.versionExported
true
ethz.COinS
ctx_ver=Z39.88-2004&rft_val_fmt=info:ofi/fmt:kev:mtx:journal&rft.atitle=Bounds%20on%20Lyapunov%20exponents%20via%20entropy%20accumulation&rft.jtitle=arXiv&rft.date=2019&rft.spage=1905.03270&rft.au=Sutter,%20David&Fawzi,%20Omar&Renner,%20Renato&rft.genre=preprint&
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