臺灣博碩士論文加值系統

考慮差分方程 a(n+1)+a(n-1)-2a(n)+v(n)a(n)=Ea(n), 其中 v(n)是一組
獨立一致分佈的隨機變數，我們想利用兩種方法去計算 Lyapunov
exponent 。第一種方法我們使用 Furstenberg's 定理計算 Lyapunov
exponent，第二種方法是利用電腦模擬去求此值。我們發現由這兩種不同
方法所求出的值幾乎相同。

We consider the difference equation a(n+1)+a(n-1)-2a(n)+v(n) a(
n)=Ea(n),where v(n) are i.i.d. random variables and we want to
calculate the associated Lyapunov exponent by two ways. First
we evaluate it by Furstenberg's theorem, then we compute it by
computer simulation. We find that the results obtained by these
methods are almost the same. Some computer simultion data are
provided.