Oseledets multiplicative ergodic theorem
Oseledets multiplicative ergodic theorem, or Oseledets decomposition, considerably extends the results of Furstenberg-Kesten theorem, under the same conditions.
Consider a probability measure, and a measure preserving dynamical system
. Consider , a measurable transformation, where GL(d,R) is the space of invertible square matrices of size .Consider the multiplicative cocycle defined by the transformation , and assume and are integrable.
Then, almost everywhere , one can find a natural number and real numbers and a filtration
such that, for almost everywhere and for all
- 1.
and and ;
- 2.
for all ;
- 3.
where
Furthermore, the numbers and the subspaces depend measurably on the point .
The numbers are called Lyapunov exponents of relatively to at the point . Each number is called the multiplicity of the Lyapunov exponent . We also have that and , where and are as given by Furstenberg-Kesten theorem.