LEADER 04334nam 22008415 450 001 9910484132603321 005 20200705123858.0 010 $a3-540-85964-0 024 7 $a10.1007/978-3-540-85964-2 035 $a(CKB)1000000000546286 035 $a(SSID)ssj0000679709 035 $a(PQKBManifestationID)11436933 035 $a(PQKBTitleCode)TC0000679709 035 $a(PQKBWorkID)10624617 035 $a(PQKB)10703683 035 $a(DE-He213)978-3-540-85964-2 035 $a(MiAaPQ)EBC3063867 035 $a(PPN)132868369 035 $a(EXLCZ)991000000000546286 100 $a20100301d2009 u| 0 101 0 $aeng 135 $aurnn|008mamaa 181 $ctxt 182 $cc 183 $acr 200 10$aLocal Lyapunov Exponents$b[electronic resource] $eSublimiting Growth Rates of Linear Random Differential Equations /$fby Wolfgang Siegert 205 $a1st ed. 2009. 210 1$aBerlin, Heidelberg :$cSpringer Berlin Heidelberg :$cImprint: Springer,$d2009. 215 $a1 online resource (IX, 254 p.) 225 1 $aLecture Notes in Mathematics,$x0075-8434 ;$v1963 300 $aBibliographic Level Mode of Issuance: Monograph 311 $a3-540-85963-2 320 $aIncludes bibliographical references (p. 239-251) and index. 327 $aLinear 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. 330 $aEstablishing a new concept of local Lyapunov exponents the author brings together two separate theories, namely Lyapunov exponents and the theory of large deviations. Specifically, a linear differential system is considered which is controlled by a stochastic process that during a suitable noise-intensity-dependent time is trapped near one of its so-called metastable states. The local Lyapunov exponent is then introduced as the exponential growth rate of the linear system on this time scale. Unlike classical Lyapunov exponents, which involve a limit as time increases to infinity in a fixed system, here the system itself changes as the noise intensity converges, too. 410 0$aLecture Notes in Mathematics,$x0075-8434 ;$v1963 606 $aProbabilities 606 $aDynamics 606 $aErgodic theory 606 $aDifferential equations 606 $aGlobal analysis (Mathematics) 606 $aManifolds (Mathematics) 606 $aGame theory 606 $aBiomathematics 606 $aProbability Theory and Stochastic Processes$3https://scigraph.springernature.com/ontologies/product-market-codes/M27004 606 $aDynamical Systems and Ergodic Theory$3https://scigraph.springernature.com/ontologies/product-market-codes/M1204X 606 $aOrdinary Differential Equations$3https://scigraph.springernature.com/ontologies/product-market-codes/M12147 606 $aGlobal Analysis and Analysis on Manifolds$3https://scigraph.springernature.com/ontologies/product-market-codes/M12082 606 $aGame Theory, Economics, Social and Behav. Sciences$3https://scigraph.springernature.com/ontologies/product-market-codes/M13011 606 $aGenetics and Population Dynamics$3https://scigraph.springernature.com/ontologies/product-market-codes/M31010 615 0$aProbabilities. 615 0$aDynamics. 615 0$aErgodic theory. 615 0$aDifferential equations. 615 0$aGlobal analysis (Mathematics). 615 0$aManifolds (Mathematics). 615 0$aGame theory. 615 0$aBiomathematics. 615 14$aProbability Theory and Stochastic Processes. 615 24$aDynamical Systems and Ergodic Theory. 615 24$aOrdinary Differential Equations. 615 24$aGlobal Analysis and Analysis on Manifolds. 615 24$aGame Theory, Economics, Social and Behav. Sciences. 615 24$aGenetics and Population Dynamics. 676 $a515.35 686 $aMAT 606f$2stub 686 $aSI 850$2rvk 686 $a60F10$a60H10$a37H15$a34F04$a34C11$a58J35$a91B28$a37N10$a92D15$a92D25$2msc 700 $aSiegert$b Wolfgang$4aut$4http://id.loc.gov/vocabulary/relators/aut$0472379 906 $aBOOK 912 $a9910484132603321 996 $aLocal Lyapunov exponents$9230315 997 $aUNINA