Local Lyapunov Exponents: Sublimiting Growth Rates of Linear Random Differential Equations (2009) (Lecture Notes in Mathematics #1963)
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- Synopsis
- 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.
- Copyright:
- 2009
Book Details
- Book Quality:
- Publisher Quality
- ISBN-13:
- 9783540859642
- Related ISBNs:
- 9783540859635
- Publisher:
- Springer Berlin Heidelberg
- Date of Addition:
- 08/02/22
- Copyrighted By:
- N/A
- Adult content:
- No
- Language:
- English
- Has Image Descriptions:
- No
- Categories:
- Nonfiction, Mathematics and Statistics
- Submitted By:
- Bookshare Staff
- Usage Restrictions:
- This is a copyrighted book.