9783540859635
Local Lyapunov Exponents: Sublimiting Growth Rates Of Linear Random Differential Equations (Lecture Notes In Mathematics) - Wolfgang Siegert
Springer (2008)
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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.

Product Details
LoC Classification 0ibc
Dewey 519
Format Paperback
Cover Price 59,95 €
No. of Pages 262
Height x Width 236 x 156 mm
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