Local Lyapunov Exponents [[electronic resource] ] : Sublimiting Growth Rates of Linear Random Differential Equations / / by Wolfgang Siegert
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| Autore: |
Siegert Wolfgang
|
| Titolo: |
Local Lyapunov Exponents [[electronic resource] ] : Sublimiting Growth Rates of Linear Random Differential Equations / / by Wolfgang Siegert
|
| Pubblicazione: | Berlin, Heidelberg : , : Springer Berlin Heidelberg : , : Imprint : Springer, , 2009 |
| Edizione: | 1st ed. 2009. |
| Descrizione fisica: | 1 online resource (IX, 254 p.) |
| Disciplina: | 515.35 |
| Soggetto topico: | Probabilities |
| Dynamics | |
| Ergodic theory | |
| Differential equations | |
| Global analysis (Mathematics) | |
| Manifolds (Mathematics) | |
| Game theory | |
| Biomathematics | |
| Probability Theory and Stochastic Processes | |
| Dynamical Systems and Ergodic Theory | |
| Ordinary Differential Equations | |
| Global Analysis and Analysis on Manifolds | |
| Game Theory, Economics, Social and Behav. Sciences | |
| Genetics and Population Dynamics | |
| Classificazione: | MAT 606f |
| SI 850 | |
| 60F1060H1037H1534F0434C1158J3591B2837N1092D1592D25 | |
| Note generali: | Bibliographic Level Mode of Issuance: Monograph |
| Nota di bibliografia: | Includes bibliographical references (p. 239-251) and index. |
| Nota di contenuto: | 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. |
| Sommario/riassunto: | 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. |
| Titolo autorizzato: | Local Lyapunov exponents |
| ISBN: | 3-540-85964-0 |
| Formato: | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione: | Inglese |
| Record Nr.: | 9910484132603321 |
| Lo trovi qui: | Univ. Federico II |
| Opac: | Controlla la disponibilità qui |
Serie:
Lecture Notes in Mathematics, . 0075-8434 ; ; 1963