Local Lyapunov Exponents Sublimiting Growth Rates of Linear Random Differential Equations /

• Κύριος συγγραφέας: Siegert, Wolfgang (Συγγραφέας)
• Συγγραφή απο Οργανισμό/Αρχή: SpringerLink (Online service)
• Μορφή: Ηλεκτρονική πηγή Ηλ. βιβλίο
• Γλώσσα: English
• Έκδοση: Berlin, Heidelberg : Springer Berlin Heidelberg, 2009.
• Σειρά: Lecture Notes in Mathematics, 1963
• Θέματα: Mathematics.; Dynamics.; Ergodic theory.; Global analysis (Mathematics).; Manifolds (Mathematics).; Differential equations.; Game theory.; Probabilities.; Biomathematics.; Probability Theory and Stochastic Processes.; Dynamical Systems and Ergodic Theory.; Ordinary Differential Equations.; Global Analysis and Analysis on Manifolds.; Game Theory, Economics, Social and Behav. Sciences.; Genetics and Population Dynamics.
• Φυσική περιγραφή: IX, 254 p. online resource.
• ISBN: 9783540859642
• ISSN: 0075-8434 ;

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.