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Local Lyapunov Exponents: Sublimiting Growth Rates of Linear Random Differential Equations

By (author) Wolfgang Siegert

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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.

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Normally shipped | Available from overseas. Usually dispatched in 14 days
Publisher | Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
Published date | 13 Nov 2008
Language |
Format | Paperback / softback
Pages | 254
Dimensions | 235 x 155 x 0mm (L x W x H)
Weight | 0g
ISBN | 978-3-5408-5963-5
Readership Age |
BISAC | mathematics / probability & statistics / general

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