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Lyapunov exponents, path-integrals and forms. (English) Zbl 0809.58013
Lyapunov exponents are a measure of the rate at which nearby trajectories diverge from one another. For deterministic systems the exponents may be computed from a single trajectory but for stochastic systems one must average over infinitely many trajectories. Following a brief review of Lyapunov exponents this paper formulates classical Hamiltonian dynamics in terms of the path integral, looks at observables for higher dimensional Lyapunov exponents, and considers partition functions of the super-Hamiltonian.

MSC:
37J99 Dynamical aspects of finite-dimensional Hamiltonian and Lagrangian systems
60H10 Stochastic ordinary differential equations (aspects of stochastic analysis)
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