Local Lyapunov exponents sublimiting growth rates of linear random differential equations / Wolfgang Siegert.

SeriesLecture 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 noteIncludes bibliographical references (p. 239-251) and index.
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Technical detailsMode of access: World Wide Web
Genre/formElectronic books.
LCCN 2008934460
ISBN9783540859635 (pbk. : alk. paper)
ISBN3540859632 (pbk. : alk. paper)

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