Lyapunov exponents of probability distributions with non-compact support

Abstract

A recent result of Bocker–Viana asserts that the Lyapunov exponents of compactly supported probability distributions in GL(2, R) depend continuously on the distribution. We investigate the general, possibly concompact case. We prove that the Lyapunov exponents are semi-continuous with respect to the Wasserstein topology, but not with respect to the weak* topology. Moreover, they are not continuous with respect to the Wasserstein topology.