Nonexistence of Lyapunov exponents for matrix cocycles

Abstract

It follows from Oseledec Multiplicative Ergodic Theorem that the Lyapunov-irregular set of points for which the Oseledec averages of a given continuous cocycle diverge has zero measure with respect to any invariant probability measure. In strong contrast, for any dynamical system $f:X\rightarrow X$ with exponential specification property and a H$\ddot{\text{o}}$lder continuous matrix cocycle $A:X\rightarrow G (m,\mathbb{R})$, we show here that if there exist ergodic measures with different Lyapunov spectrum, then the Lyapunov-irregular set of $A$ is residual (i.e., containing a dense $G_\delta$ set).