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Beschreibung
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.
Sublimiting Growth Rates of Linear Random Differential Equations
Details
| Verlag | Springer Berlin |
| Ersterscheinung | 13. November 2008 |
| Maße | 23.5 cm x 15.5 cm |
| Gewicht | 417 Gramm |
| Format | Softcover |
| ISBN-13 | 9783540859635 |
| Seiten | 254 |
Schlagwörter
Differential Equations, Differentialrechnung und -gleichungen, Dynamical Systems, Evolution, Game Theory, Global Analysis and Analysis on Manifolds, Kybernetik und Systemtheorie, Mathematische Analysis - allgemein, Population Genetics, Probability Theory, Spieltheorie, Stochastik, Wahrscheinlichkeitsrechnung und Statistik
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