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Local Lyapunov Exponents

Sublimiting Growth Rates of Linear Random Differential Equations

Medium: Buch
ISBN: 978-3-540-85963-5
Verlag: Springer Berlin Heidelberg
Erscheinungstermin: 13.11.2008
Lieferfrist: bis zu 10 Tage

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.


Produkteigenschaften


  • Artikelnummer: 9783540859635
  • Medium: Buch
  • ISBN: 978-3-540-85963-5
  • Verlag: Springer Berlin Heidelberg
  • Erscheinungstermin: 13.11.2008
  • Sprache(n): Englisch
  • Auflage: 2009
  • Serie: Lecture Notes in Mathematics
  • Produktform: Kartoniert
  • Gewicht: 417 g
  • Seiten: 254
  • Format (B x H x T): 155 x 235 x 15 mm
  • Ausgabetyp: Kein, Unbekannt
Autoren/Hrsg.

Autoren

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.