Lyapunov Exponent of Rank-One Matrices: Ergodic Formula and Inapproximability of the Optimal Distribution

Jason M. Altschuler, Pablo A. Parrilo. Lyapunov Exponent of Rank-One Matrices: Ergodic Formula and Inapproximability of the Optimal Distribution. SIAM J. Control and Optimization, 58(1):510-528, 2020. [doi]

Abstract

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