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Other titles in the Lecture Notes in Mathematics series:

Lecture Notes in Mathematics #1963: Local Lyapunov Exponents: Sublimiting Growth Rates of Linear Random Differential Equations

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Lecture Notes in Mathematics #1963: Local Lyapunov Exponents: Sublimiting Growth Rates of Linear Random Differential Equations Cover

 

Synopses & Reviews

Publisher Comments:

Establishing a new concept of local Lyapunov exponents the author brings together two separate theories, namely Lyapunov exponents and the theory of large deviations. Specifically, a linear differential system is considered which is controlled by a stochastic process that during a suitable noise-intensity-dependent time is trapped near one of its so-called metastable states. The local Lyapunov exponent is then introduced as the exponential growth rate of the linear system on this time scale. Unlike classical Lyapunov exponents, which involve a limit as time increases to infinity in a fixed system, here the system itself changes as the noise intensity converges, too.

Table of Contents

Introduction.- 1. Linear differential systems with parameter excitation.- 2. Locality and time scales of the underlying non-degenerate system.- 3. Exit probabilities for degenerate systems.- 4. Local Lyapunov exponents.- Bibliography.- Index.

Product Details

ISBN:
9783540859635
Author:
Siegert, Wolfgang
Publisher:
Springer
Subject:
Differential Equations
Subject:
Mathematical Analysis
Subject:
Game Theory
Subject:
Statistics
Subject:
60F10, 60H10, 37H15, 34F05, 34C11, 58J35, 91B28, 37N10, 92D1
Subject:
degenerate diffusion
Subject:
exit probabilities
Subject:
metastability
Subject:
random perturbations of dynamical systems
Subject:
sublimiting exponential growth rate
Subject:
Probability Theory and Stochastic Processes
Subject:
Dynamical Systems and Ergodic Theory
Subject:
ordinary differential equations
Subject:
Global Analysis and Analysis on Manifolds
Subject:
Game Theory, Economics, Social and Behav. Sciences
Subject:
Genetics and Population Dynamics
Subject:
Mathematics-Differential Equations
Copyright:
Edition Description:
Book
Series:
Lecture Notes in Mathematics
Series Volume:
1963
Publication Date:
20081203
Binding:
TRADE PAPER
Language:
English
Illustrations:
Y
Pages:
263
Dimensions:
235 x 155 mm

Related Subjects


Science and Mathematics » Mathematics » Analysis General
Science and Mathematics » Mathematics » Applied
Science and Mathematics » Mathematics » Differential Equations
Science and Mathematics » Mathematics » Modeling
Science and Mathematics » Mathematics » Probability and Statistics » General
Science and Mathematics » Mathematics » Probability and Statistics » Statistics

Lecture Notes in Mathematics #1963: Local Lyapunov Exponents: Sublimiting Growth Rates of Linear Random Differential Equations New Trade Paper
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