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03030nam a22006135i 4500 |
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978-3-540-85964-2 |
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DE-He213 |
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20151204175858.0 |
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cr nn 008mamaa |
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100301s2009 gw | s |||| 0|eng d |
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|a 9783540859642
|9 978-3-540-85964-2
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|a 10.1007/978-3-540-85964-2
|2 doi
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|d GrThAP
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|a QA273.A1-274.9
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|a QA274-274.9
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|a MAT029000
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|a 519.2
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|a Siegert, Wolfgang.
|e author.
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|a Local Lyapunov Exponents
|h [electronic resource] :
|b Sublimiting Growth Rates of Linear Random Differential Equations /
|c by Wolfgang Siegert.
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|a Berlin, Heidelberg :
|b Springer Berlin Heidelberg,
|c 2009.
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|a IX, 254 p.
|b online resource.
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|a text
|b txt
|2 rdacontent
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|a computer
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|a online resource
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|a text file
|b PDF
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|a Lecture Notes in Mathematics,
|x 0075-8434 ;
|v 1963
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|a 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.
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|a 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.
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|a Mathematics.
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|a Dynamics.
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|a Ergodic theory.
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|a Global analysis (Mathematics).
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|a Manifolds (Mathematics).
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|a Differential equations.
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|a Game theory.
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|a Probabilities.
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|a Biomathematics.
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|a Mathematics.
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|a Probability Theory and Stochastic Processes.
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|a Dynamical Systems and Ergodic Theory.
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|a Ordinary Differential Equations.
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|a Global Analysis and Analysis on Manifolds.
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|a Game Theory, Economics, Social and Behav. Sciences.
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|a Genetics and Population Dynamics.
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|a SpringerLink (Online service)
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|t Springer eBooks
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|i Printed edition:
|z 9783540859635
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|a Lecture Notes in Mathematics,
|x 0075-8434 ;
|v 1963
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|u http://dx.doi.org/10.1007/978-3-540-85964-2
|z Full Text via HEAL-Link
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|a ZDB-2-SMA
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|a ZDB-2-LNM
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|a Mathematics and Statistics (Springer-11649)
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