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Local Lyapunov exponents : sublimiting growth rates of linear random differential equations / Wolfgang Siegert
Resource type: Ressourcentyp: BuchBookLanguage: English Series: Lecture notes in mathematics ; 1963Publisher: Berlin ; Heidelberg : Springer, 2009Description: IX, 254 S. : graph. DarstISBN:- 9783540859635
- QA372
- QA3
Contents:
Dissertation note: Zugl.: Berlin, Humboldt-Univ., Diss., 2007 Summary: "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 JACKETPPN: PPN: 585623422
| Item type | Home library | Shelving location | Call number | Status | Barcode | |
|---|---|---|---|---|---|---|
| Freihandbestand ausleihbar | Fachbibliothek Mathematik | Bibliothek / frei aufgestellt | Lect. notes / 1963 | Available | 36462568090 |
Total holds: 0