Periodic spectral-radius attainment for linear cocycles with closing by periodic orbits

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Let T ⁣:WWT\colon W\rightarrow W have the closing by periodic orbits property, and let CC(W,Rd×d)\boldsymbol{C}\in\operatorname{C}(W,\mathbb{R}^{d\times d}) be a continuous matrix-valued function. Let C(n,w)=C(Tn1(w))C(w)\mathscr{C}(n,w)=C(T^{n-1}(w))\dotsm C(w) be the induced linear cocycle and let ρ(C,T)\boldsymbol{\rho}(\boldsymbol{C},T) denote its joint spectral radius. Periodic spectral-radius attainment conjecture. There should exist a periodic point ww^* of TT of period nn^*, for some n1n^*\geq1, such that

ρ(C,T)=ρ(C(n,w))n.\boldsymbol{\rho}(\boldsymbol{C},T)=\sqrt[n^*]{\rho(\mathscr{C}(n^*,w^*))}.

This asks whether the joint spectral radius is always realized by a single periodic orbit under the closing-by-periodic-orbits hypothesis. The question concerns spectral finiteness for linear cocycles and is relevant to optimization control, wavelets, numerical computation of spectral radii, and random matrices; the supplied text gives no resolution.

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Primary source

Xiongping Dai, “Robust periodic stability implies uniform exponential stability of Markovian jump linear systems and random linear ordinary differential equations”, arXiv:1307.4209 (2013).

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