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May  2015, 20(3): 861-874. doi: 10.3934/dcdsb.2015.20.861

On Lyapunov exponents of difference equations with random delay

Nguyen Dinh Cong 1, , Thai Son Doan 2, and  Stefan Siegmund 3,

1. 

Institute of Mathematics, Vietnamese Academy of Science and Technology, 18 Hoang Quoc Viet Road, 10307 Hanoi, Vietnam
2. 

Institute of Mathematics, Vietnam Academy of Science and Technology, 18 Hoang Quoc Viet, 10307 Ha Noi, Vietnam
3. 

Institute for Analysis & Center for Dynamics, Department of Mathematics, Technische Universität Dresden, Zellescher Weg 12-14, 01069 Dresden, Germany

Received  November 2013 Revised  August 2014 Published  January 2015

The multiplicative ergodic theorem by Oseledets on Lyapunov spectrum and Oseledets subspaces is extended to linear random difference equations with random delay. In contrast to the general multiplicative ergodic theorem by Lian and Lu, we can prove that a random dynamical system generated by a difference equation with random delay cannot have infinitely many Lyapunov exponents.
Keywords: Random difference equations, random delay, multiplicative ergodic theorem, Lyapunov exponent..
Mathematics Subject Classification: Primary: 37H10, 37H15; Secondary: 39A0.
Citation: Nguyen Dinh Cong, Thai Son Doan, Stefan Siegmund. On Lyapunov exponents of difference equations with random delay. Discrete & Continuous Dynamical Systems - B, 2015, 20 (3) : 861-874. doi: 10.3934/dcdsb.2015.20.861
References:
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L. Arnold and N. D. Cong, Generic properties of Lyapunov exponents, Random Comput. Dynam., 2 (1994), 335-345.  Google Scholar

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F. Wu, G. G. Yin and L. Y. Wang, Stability of a pure random delay system with two-time-scale Markovian switching, J. Differential Equations, 253 (2012), 878-905. doi: 10.1016/j.jde.2012.04.017.  Google Scholar

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show all references

References:
[1]

L. Arnold, Random Dynamical Systems, Springer-Verlag, Berlin, 1998. doi: 10.1007/978-3-662-12878-7.  Google Scholar

[2]

L. Arnold and N. D. Cong, Generic properties of Lyapunov exponents, Random Comput. Dynam., 2 (1994), 335-345.  Google Scholar

[3]

I. P. Cornfeld, S. V. Fomin and Y. G. Sinaĭ, Ergodic Theory, Springer-Verlag, New York, 1982. doi: 10.1007/978-1-4615-6927-5.  Google Scholar

[4]

H. Crauel, T. S. Doan and S. Siegmund, Difference equations with random delay, J. Difference Equ. Appl., 15 (2009), 627-647. doi: 10.1080/10236190802612865.  Google Scholar

[5]

T. S. Doan and S. Siegmund, Differential equations with random delay, Fields Inst. Commun., 64 (2013), 279-303. doi: 10.1007/978-1-4614-4523-4_11.  Google Scholar

[6]

R. C. Ferreira, M. R. S. Briones and F. Antoneli, A model of gene expression based on random dynamical systems reveals modularity properties of gene regulatory networks, preprint, arXiv:1309.0765, 2013. Google Scholar

[7]

M. J. Garrido-Atienza, A. Ogrowsky and B. Schmalfuss, Random differential equations with random delays, Stoch. Dyn., 11 (2011), 369-388. doi: 10.1142/S0219493711003358.  Google Scholar

[8]

Y. Hino, S. Murakami and T. Naito, Functional Differential Equations with Infinite Delay, Lecture Notes in Mathematics, 1473, Springer-Verlag, Berlin, 1991.  Google Scholar

[9]

Z. Lian and K. Lu, Lyapunov exponents and invariant manifolds for random dynamical systems in a Banach space, Mem. Amer. Math. Soc., 206 (2010), vi+106 pp. doi: 10.1090/S0065-9266-10-00574-0.  Google Scholar

[10]

P. Walter, An Introduction to Ergodic Theory, Graduate Texts in Mathematics, 79, Springer-Verlag, New York-Berlin, 1982.  Google Scholar

[11]

F. Wu, G. G. Yin and L. Y. Wang, Stability of a pure random delay system with two-time-scale Markovian switching, J. Differential Equations, 253 (2012), 878-905. doi: 10.1016/j.jde.2012.04.017.  Google Scholar

[12]

F. Wu and P. E. Kloeden, Mean-square random attractors of stochastic delay differential equations with random delay, Discrete Contin. Dyn. Syst. Ser. B, 18 (2013), 1715-1734. doi: 10.3934/dcdsb.2013.18.1715.  Google Scholar

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