Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: Lyapunov Exponent of Rank One Matrices: Ergodic Formula and
  Inapproximability of the Optimal Distribution   The Lyapunov exponent corresponding to a set of square matrices $\mathcal{A}
= \{A_1, \dots, A_n \}$ and a probability distribution $p$ over $\{1, \dots,
n\}$ is $\lambda(\mathcal{A},p) := \lim_{k \to \infty} \frac{1}{k} \,\mathbb{E}
\log \|A_{\sigma_k} \cdots A_{\sigma_2}A_{\sigma_1}\|$, where $\sigma_i$ are
i.i.d. according to $p$. This quantity is of fundamental importance to control
theory since it determines the asymptotic convergence rate
$e^{\lambda(\mathcal{A},p)}$ of the stochastic linear dynamical system $x_{k+1}
= A_{\sigma_k} x_k$. This paper investigates the following "design problem":
given $\mathcal{A}$, compute the distribution $p$ minimizing
$\lambda(\mathcal{A},p)$. Our main result is that it is NP-hard to decide
whether there exists a distribution $p$ for which $\lambda(\mathcal{A},p)< 0$,
i.e. it is NP-hard to decide whether this dynamical system can be stabilized.
  This hardness result holds even in the "simple"' case where $\mathcal{A}$
contains only rank-one matrices. Somewhat surprisingly, this is in stark
contrast to the Joint Spectral Radius -- the deterministic kindred of the
Lyapunov exponent -- for which the analogous optimization problem for rank-one
matrices is known to be exactly computable in polynomial time.
  To prove this hardness result, we first observe via Birkhoff's Ergodic
Theorem that the Lyapunov exponent of rank-one matrices admits a simple formula
and in fact is a quadratic form in $p$. Hardness of the design problem is shown
through a reduction from the Independent Set problem. Along the way, simple
examples are given illustrating that $p \mapsto \lambda(\mathcal{A},p)$ is
neither convex nor concave in general. We conclude with extensions to
continuous distributions, exchangeable processes, Markov processes, and
stationary ergodic processes.

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The categories of this paper are: hep-ex
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The categories of this paper are: stat
35
The categories of this paper are: mtrl-th
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The categories of this paper are: chem-ph
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The categories of this paper are: hep-th
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The categories of this paper are: nucl-th
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The categories of this paper are: solv-int
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The categories of this paper are: acc-phys
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The categories of this paper are: ao-sci
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The categories of this paper are: cs
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The categories of this paper are: alg-geom
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The categories of this paper are: hep-lat
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The categories of this paper are: math-ph
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The categories of this paper are: q-alg
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The categories of this paper are: atom-ph
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The categories of this paper are: patt-sol