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Local Lyapunov Exponents [[electronic resource] ] : Sublimiting Growth Rates of Linear Random Differential Equations / / by Wolfgang Siegert



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Autore: Siegert Wolfgang Visualizza persona
Titolo: Local Lyapunov Exponents [[electronic resource] ] : Sublimiting Growth Rates of Linear Random Differential Equations / / by Wolfgang Siegert Visualizza cluster
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  Visualizza cluster
ISBN: 3-540-85964-0
Formato: Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione: Inglese
Record Nr.: 996466520803316
Lo trovi qui: Univ. di Salerno
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Serie: Lecture Notes in Mathematics, . 0075-8434 ; ; 1963