In this paper, we present a class of random Schrödinger cocycles showing that, for random cocycles with non-compact support, the presence of certain finite moment conditions is essential for establishing a specific modulus of continuity of the Lyapunov exponent. In particular, Hölder continuity of the Lyapunov exponent requires an exponential moment condition.
Duarte et al. (Mon,) studied this question.
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