Local Lyapunov Exponents Sublimiting Growth Rates of Linear Random Differential Equations /

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-int...

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Detalles Bibliográficos
Clasificación:Libro Electrónico
Autor principal: Siegert, Wolfgang (Autor)
Autor Corporativo: SpringerLink (Online service)
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer, 2009.
Edición:1st ed. 2009.
Colección:Lecture Notes in Mathematics, 1963
Temas:
Probabilities.
Dynamical systems.
Differential equations.
Global analysis (Mathematics).
Manifolds (Mathematics).
Game theory.
Population genetics.
Probability Theory.
Dynamical Systems.
Differential Equations.
Global Analysis and Analysis on Manifolds.
Game Theory.
Population Genetics.
Acceso en línea:Texto Completo
Descripción
Sumario: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.
Descripción Física:IX, 254 p. online resource.
ISBN:9783540859642
ISSN:1617-9692 ;

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