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I know a little bit of probability; but I do not know anything from dynamical systems. I want to understand the notion of Lyapunov exponent for a certain sequence of random variables arising out of a dynamical system.

But the wikipedia article on Lyapunov exponent is not giving any suitable references. I would be most grateful if someone can give some helpful pointers.

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Introduction to the Modern Theory of Dynamical Systems, by Anatole Katok and Boris Hasselblatt, is a useful reference for anything of this sort. (I'm pretty sure there is ample space in there devoted to this and to the multiplicative ergodic theorem, which is where they come from.) –  Akhil Mathew Dec 5 '10 at 7:09

2 Answers 2

Non Linear Dynamics and Chaos by Strogatz, page 322. I read this a long time ago, and the whole book is worth reading in my opinion.

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The book best suited to understand intuitively and with some examples the concept of Liapunov exponents is the book of Clark Robinson

http://books.google.com.br/books/about/Dynamical_systems.html?hl=pt-BR&id=px5gUpPfww8C

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