Abstract

In this paper, the Lyapunov exponent and rotation number of a family of two-dimensional systems with general telegraphic noise where the unperturbed system has oscillatory behavior are studied. Using a martingale approach, an iterative computational procedure is derived and analytic expansions in the noise strength are obtained for the Lyapunov exponent and the rotation number. These expansions are convergent in a nonmarginal way. The positivity of the exponent is also established for the random harmonic oscillator with zero-mean telegraphic noise, and lower and upper bounds are derived for the exponent when the noise is the random telegraph process.

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