Estimation of the largest Lyapunov exponent for long-range correlated stochastic time series

Properties of the Lower Bohl Exponents of Diagonal Discrete Linear Time-Varying Systems

“…To describe the different types of stability and trajectories growth rate of dynamical systems the numerical characteristics, for example the Lyapunov, Perron, Bohl and general exponents, can be used. First two of the above-mentioned exponents were introduced in [1,2] in the context of linear time-varying differential equations and that time were an object of intensive research [3,4,5,6] and had a number of generalizations and applications in many research areas [7,8,9,10,11,12,13,14,15,16,17,18]. Different bounds for characteristic exponents may be found in [19,20].…”