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Local Lyapunov Exponents : Sublimiting Growth Rates of Linear Random Differential Equations / by Wolfgang Siegert
(Lecture Notes in Mathematics. ISSN:16179692 ; 1963)
版 | 1st ed. 2009. |
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出版者 | Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer |
出版年 | 2009 |
本文言語 | 英語 |
大きさ | IX, 254 p : online resource |
著者標目 | *Siegert, Wolfgang author SpringerLink (Online service) |
件 名 | LCSH:Probabilities LCSH:Dynamical systems LCSH:Differential equations LCSH:Global analysis (Mathematics) LCSH:Manifolds (Mathematics) LCSH:Game theory LCSH:Population genetics FREE:Probability Theory FREE:Dynamical Systems FREE:Differential Equations FREE:Global Analysis and Analysis on Manifolds FREE:Game Theory FREE:Population Genetics |
一般注記 | 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 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 HTTP:URL=https://doi.org/10.1007/978-3-540-85964-2 |
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Springer eBooks | 9783540859642 |
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EB00236041 |
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データ種別 | 電子ブック |
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分 類 | LCC:QA273.A1-274.9 DC23:519.2 |
書誌ID | 4000119615 |
ISBN | 9783540859642 |
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