Local Lyapunov Exponents Sublimiting Growth Rates of Linear Random Differential Equations

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-int...

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Bibliographic Details
Main Author: Siegert, Wolfgang
Format: eBook
Language:English
Published: Berlin, Heidelberg Springer Berlin Heidelberg 2009, 2009
Edition:1st ed. 2009
Series:Lecture Notes in Mathematics
Subjects:
Online Access:
Collection: Springer eBooks 2005- - Collection details see MPG.ReNa
Description
Summary: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
Physical Description:IX, 254 p online resource
ISBN:9783540859642