Large deviations and metastability

The book provides a general introduction to the theory of large deviations and a wide overview of the metastable behaviour of stochastic dynamics. With only minimal prerequisites, the book covers all the main results and brings the reader to the most recent developments. Particular emphasis is given...

Full description

Bibliographic Details
Main Authors: Olivieri, Enzo, Vares, Maria Eulália (Author)
Format: eBook
Language:English
Published: Cambridge Cambridge University Press 2005
Series:Encyclopedia of mathematics and its applications
Subjects:
Online Access:
Collection: Cambridge Books Online - Collection details see MPG.ReNa
LEADER 01816nmm a2200277 u 4500
001 EB001382643
003 EBX01000000000000000905608
005 00000000000000.0
007 cr|||||||||||||||||||||
008 170324 ||| eng
020 |a 9780511543272 
050 4 |a QA273.67 
100 1 |a Olivieri, Enzo 
245 0 0 |a Large deviations and metastability  |c Enzo Olivieri, Maria Eulália Vares 
246 3 1 |a Large Deviations & Metastability 
260 |a Cambridge  |b Cambridge University Press  |c 2005 
300 |a xv, 512 pages  |b digital 
653 |a Large deviations 
653 |a Stability 
700 1 |a Vares, Maria Eulália  |e [author] 
041 0 7 |a eng  |2 ISO 639-2 
989 |b CBO  |a Cambridge Books Online 
490 0 |a Encyclopedia of mathematics and its applications 
856 4 0 |u https://doi.org/10.1017/CBO9780511543272  |x Verlag  |3 Volltext 
082 0 |a 519.534 
520 |a The book provides a general introduction to the theory of large deviations and a wide overview of the metastable behaviour of stochastic dynamics. With only minimal prerequisites, the book covers all the main results and brings the reader to the most recent developments. Particular emphasis is given to the fundamental Freidlin-Wentzell results on small random perturbations of dynamical systems. Metastability is first described on physical grounds, following which more rigorous approaches to its description are developed. Many relevant examples are considered from the point of view of the so-called pathwise approach. The first part of the book develops the relevant tools including the theory of large deviations which are then used to provide a physically relevant dynamical description of metastability. Written to be accessible to graduate students, this book provides an excellent route into contemporary research