Local Lyapunov exponents sublimiting growth rates of linear random differential equations / Wolfgang Siegert.
| Author/creator | Siegert, Wolfgang |
| Format | Electronic |
| Publication Info | Berlin : Springer, |
| Description | ix, 254 p. ; 24 cm. |
| Supplemental Content | Full text available from Springer Books |
| Supplemental Content | Full text available from SpringerLINK Lecture Notes in Mathematics Contemporary (1997-present) |
| Supplemental Content | Full text available from Springer Nature - Springer Mathematics and Statistics eBooks 2009 English International |
| Subjects |
| Series | Lecture notes in mathematics ; 1963 Lecture notes in mathematics (Springer-Verlag) ; 1963. ^A496146 |
| Contents | 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. |
| Review | "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."--BOOK JACKET. |
| Bibliography note | Includes bibliographical references (p. 239-251) and index. |
| Access restriction | Available only to authorized users. |
| Technical details | Mode of access: World Wide Web |
| Genre/form | Electronic books. |
| LCCN | 2008934460 |
| ISBN | 9783540859635 (pbk. : alk. paper) |
| ISBN | 3540859632 (pbk. : alk. paper) |
Availability
| Library | Location | Call Number | Status | Item Actions |
|---|---|---|---|---|
| Electronic Resources | ✔ Available |