Local Lyapunov exponents : sublimiting growth rates of linear random differential equations

＜図書＞
Local Lyapunov exponents : sublimiting growth rates of linear random differential equations

責任表示	Wolfgang Siegert
シリーズ	Lecture notes in mathematics ; 1963
データ種別	図書
出版情報	Berlin : Springer , c2009
本文言語	英語
大きさ	ix, 254 p. : ill. ; 24 cm
概要	Establishing a new concept of local Lyapunov exponents the author brings together two spearate theories, namely Lyapunov exponents and the theory of large deviations. Specifically, a linear differenti...l 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 too, as the noise intensity converges. Book jacket.続きを見る
電子版へのリンク	https://hdl.handle.net/2324/6990875

一般注記	Bibliography: p. 239-251 Includes index
著者標目	*Siegert, Wolfgang
件　名	FREE:Lyapunov exponents
書誌ID	1001236274
ISBN	9783540859635
NCID	BA87999362
巻冊次	: [pbk] ; ISBN:9783540859635
登録日	2009.09.18
更新日	2017.02.18