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Record Nr. |
UNINA9910484132603321 |
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Autore |
Siegert Wolfgang |
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Titolo |
Local Lyapunov exponents : sublimiting growth rates of linear random differential equations / / Wolfgang Siegert |
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Pubbl/distr/stampa |
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ISBN |
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Edizione |
[1st ed. 2009.] |
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Descrizione fisica |
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1 online resource (IX, 254 p.) |
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Collana |
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Lecture notes in mathematics ; ; 1963 |
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Classificazione |
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MAT 606f |
SI 850 |
60F1060H1037H1534F0434C1158J3591B2837N1092D1592D25 |
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Disciplina |
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Soggetti |
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Lyapunov exponents |
Differential equations |
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Lingua di pubblicazione |
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Formato |
Materiale a stampa |
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Livello bibliografico |
Monografia |
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Note generali |
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Bibliographic Level Mode of Issuance: Monograph |
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Nota di bibliografia |
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Includes bibliographical references (p. 239-251) and index. |
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Nota di contenuto |
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Linear differential systems with parameter excitation -- Locality and time scales of the underlying non-degenerate stochastic system: Freidlin-Wentzell theory -- Exit probabilities for degenerate systems -- Local Lyapunov exponents. |
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Sommario/riassunto |
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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. |
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