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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| Hlavní autor: | |
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| Médium: | Livre numérique |
| Jazyk: | Anglais |
| Vydáno: |
Berlin, Heidelberg :
Springer Berlin Heidelberg
[20..].
Cham : Springer Nature |
| Vydání: | 1st ed. 2009. |
| Edice: | Lecture Notes in Mathematics
1963 |
| Témata: | |
| On-line přístup: | Accès sur la plateforme de l'éditeur Accès sur la plateforme Istex Accès Université d'Orléans Accès INSA CVL |
| Poznámka: |
Description d'apès consultation du 19 janvier 2012 Archives Springer e-books (Licence nationale) Archives Springer e-books (Licence nationale) |
| Autres localisations: | Voir dans le Sudoc |
| Edition sous un autre format: | • Local Lyapunov exponents, sublimiting growth rates of linear random differential equations, Wolfgang Siegert, Berlin, Springer, 2009, 1 vol. (IX-254 p.), Lecture notes in mathematics, 978-3-540-85963-5 • Local Lyapunov Exponents, Texte imprimé, 9783540873754 • Local Lyapunov exponents, sublimiting growth rates of linear random differential equations, Wolfgang Siegert, Berlin, Springer, 2009, 1 vol. (IX-254 p.), Lecture notes in mathematics, 978-3-540-85963-5 |
| Shrnutí: | 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 |
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| Popis jednotky: | Description d'apès consultation du 19 janvier 2012 Archives Springer e-books (Licence nationale) Archives Springer e-books (Licence nationale) |
| ISBN: | 9783540859642 |
| ISSN: | 1617-9692 |
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