Random perturbations of dynamical systems:
This volume is concerned with various kinds of limit theorems for stochastic processes defined as a result of random perturbations of dynamical systems, especially with the long-time behavior of the perturbed system. In particular, exit problems, metastable states, optimal stabilization, and asympto...
Gespeichert in:
| Hauptverfasser: | , |
|---|---|
| Format: | Buch |
| Sprache: | German English Russian |
| Veröffentlicht: |
New York [u.a.]
Springer
1998
|
| Ausgabe: | 2. ed. |
| Schriftenreihe: | Die Grundlehren der mathematischen Wissenschaften
260 |
| Schlagworte: | |
| Zusammenfassung: | This volume is concerned with various kinds of limit theorems for stochastic processes defined as a result of random perturbations of dynamical systems, especially with the long-time behavior of the perturbed system. In particular, exit problems, metastable states, optimal stabilization, and asymptotics of stationary distributions are also carefully considered The authors' main tools are the large deviation theory the centred limit theorem for stochastic processes, and the averaging principle - all presented in great detail. The results allow for explicit calculations of the asymptotics of many interesting characteristics of the perturbed system Most of the results are closely connected with PDEs, and the authors' approach presents a powerful method for studying the asymptotic behavior of the solutions of initial-boundary value problems for corresponding PDEs |
| Beschreibung: | Literaturverz. S. 416 - 427. - Aus dem Russ. übers. |
| Beschreibung: | XI, 430 S. graph. Darst. |
| ISBN: | 0387983627 |
Internformat
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| 240 | 1 | 0 | |a Fluktuacii v dinamičeskich sistemach pod dejstviem malych slučajnych vozmuščenij |
| 245 | 1 | 0 | |a Random perturbations of dynamical systems |c M. I. Freidlin ; A. D. Wentzell |
| 250 | |a 2. ed. | ||
| 264 | 1 | |a New York [u.a.] |b Springer |c 1998 | |
| 300 | |a XI, 430 S. |b graph. Darst. | ||
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| 490 | 1 | |a Die Grundlehren der mathematischen Wissenschaften |v 260 | |
| 500 | |a Literaturverz. S. 416 - 427. - Aus dem Russ. übers. | ||
| 520 | 3 | |a This volume is concerned with various kinds of limit theorems for stochastic processes defined as a result of random perturbations of dynamical systems, especially with the long-time behavior of the perturbed system. In particular, exit problems, metastable states, optimal stabilization, and asymptotics of stationary distributions are also carefully considered | |
| 520 | |a The authors' main tools are the large deviation theory the centred limit theorem for stochastic processes, and the averaging principle - all presented in great detail. The results allow for explicit calculations of the asymptotics of many interesting characteristics of the perturbed system | ||
| 520 | |a Most of the results are closely connected with PDEs, and the authors' approach presents a powerful method for studying the asymptotic behavior of the solutions of initial-boundary value problems for corresponding PDEs | ||
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| 650 | 4 | |a Processus stochastiques | |
| 650 | 7 | |a Processus stochastiques |2 ram | |
| 650 | 7 | |a Stochastische processen |2 gtt | |
| 650 | 4 | |a Perturbation (Mathematics) | |
| 650 | 4 | |a Stochastic processes | |
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Datensatz im Suchindex
| _version_ | 1804127044564418560 |
|---|---|
| any_adam_object | |
| author | Frejdlin, Mark I. Wentzell, Alexander D. 1937- |
| author_GND | (DE-588)109061047 |
| author_facet | Frejdlin, Mark I. Wentzell, Alexander D. 1937- |
| author_role | aut aut |
| author_sort | Frejdlin, Mark I. |
| author_variant | m i f mi mif a d w ad adw |
| building | Verbundindex |
| bvnumber | BV012408981 |
| callnumber-first | Q - Science |
| callnumber-label | QA274 |
| callnumber-raw | QA274 |
| callnumber-search | QA274 |
| callnumber-sort | QA 3274 |
| callnumber-subject | QA - Mathematics |
| classification_rvk | SK 820 |
| ctrlnum | (OCoLC)38409445 (DE-599)BVBBV012408981 |
| dewey-full | 519.2 |
| dewey-hundreds | 500 - Natural sciences and mathematics |
| dewey-ones | 519 - Probabilities and applied mathematics |
| dewey-raw | 519.2 |
| dewey-search | 519.2 |
| dewey-sort | 3519.2 |
| dewey-tens | 510 - Mathematics |
| discipline | Mathematik |
| edition | 2. ed. |
| format | Book |
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| genre | Zufallsstörung gnd |
| genre_facet | Zufallsstörung |
| id | DE-604.BV012408981 |
| illustrated | Illustrated |
| indexdate | 2024-07-09T18:27:05Z |
| institution | BVB |
| isbn | 0387983627 |
| language | German English Russian |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-008418574 |
| oclc_num | 38409445 |
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| owner | DE-29T DE-703 DE-824 DE-706 DE-634 DE-83 DE-188 DE-739 DE-11 |
| owner_facet | DE-29T DE-703 DE-824 DE-706 DE-634 DE-83 DE-188 DE-739 DE-11 |
| physical | XI, 430 S. graph. Darst. |
| publishDate | 1998 |
| publishDateSearch | 1998 |
| publishDateSort | 1998 |
| publisher | Springer |
| record_format | marc |
| series | Die Grundlehren der mathematischen Wissenschaften |
| series2 | Die Grundlehren der mathematischen Wissenschaften |
| spelling | Frejdlin, Mark I. Verfasser aut Fluktuacii v dinamičeskich sistemach pod dejstviem malych slučajnych vozmuščenij Random perturbations of dynamical systems M. I. Freidlin ; A. D. Wentzell 2. ed. New York [u.a.] Springer 1998 XI, 430 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier Die Grundlehren der mathematischen Wissenschaften 260 Literaturverz. S. 416 - 427. - Aus dem Russ. übers. This volume is concerned with various kinds of limit theorems for stochastic processes defined as a result of random perturbations of dynamical systems, especially with the long-time behavior of the perturbed system. In particular, exit problems, metastable states, optimal stabilization, and asymptotics of stationary distributions are also carefully considered The authors' main tools are the large deviation theory the centred limit theorem for stochastic processes, and the averaging principle - all presented in great detail. The results allow for explicit calculations of the asymptotics of many interesting characteristics of the perturbed system Most of the results are closely connected with PDEs, and the authors' approach presents a powerful method for studying the asymptotic behavior of the solutions of initial-boundary value problems for corresponding PDEs Dynamische systemen gtt Perturbation (Mathématiques) Perturbation (Mathématiques) ram Processos estocasticos larpcal Processus stochastiques Processus stochastiques ram Stochastische processen gtt Perturbation (Mathematics) Stochastic processes Störungstheorie (DE-588)4128420-3 gnd rswk-swf Dynamisches System (DE-588)4013396-5 gnd rswk-swf Stochastischer Prozess (DE-588)4057630-9 gnd rswk-swf Zufallsstörung gnd rswk-swf Dynamisches System (DE-588)4013396-5 s Störungstheorie (DE-588)4128420-3 s Stochastischer Prozess (DE-588)4057630-9 s DE-604 Zufallsstörung f Wentzell, Alexander D. 1937- Verfasser (DE-588)109061047 aut Die Grundlehren der mathematischen Wissenschaften 260 (DE-604)BV000000395 260 |
| spellingShingle | Frejdlin, Mark I. Wentzell, Alexander D. 1937- Random perturbations of dynamical systems Die Grundlehren der mathematischen Wissenschaften Dynamische systemen gtt Perturbation (Mathématiques) Perturbation (Mathématiques) ram Processos estocasticos larpcal Processus stochastiques Processus stochastiques ram Stochastische processen gtt Perturbation (Mathematics) Stochastic processes Störungstheorie (DE-588)4128420-3 gnd Dynamisches System (DE-588)4013396-5 gnd Stochastischer Prozess (DE-588)4057630-9 gnd |
| subject_GND | (DE-588)4128420-3 (DE-588)4013396-5 (DE-588)4057630-9 |
| title | Random perturbations of dynamical systems |
| title_alt | Fluktuacii v dinamičeskich sistemach pod dejstviem malych slučajnych vozmuščenij |
| title_auth | Random perturbations of dynamical systems |
| title_exact_search | Random perturbations of dynamical systems |
| title_full | Random perturbations of dynamical systems M. I. Freidlin ; A. D. Wentzell |
| title_fullStr | Random perturbations of dynamical systems M. I. Freidlin ; A. D. Wentzell |
| title_full_unstemmed | Random perturbations of dynamical systems M. I. Freidlin ; A. D. Wentzell |
| title_short | Random perturbations of dynamical systems |
| title_sort | random perturbations of dynamical systems |
| topic | Dynamische systemen gtt Perturbation (Mathématiques) Perturbation (Mathématiques) ram Processos estocasticos larpcal Processus stochastiques Processus stochastiques ram Stochastische processen gtt Perturbation (Mathematics) Stochastic processes Störungstheorie (DE-588)4128420-3 gnd Dynamisches System (DE-588)4013396-5 gnd Stochastischer Prozess (DE-588)4057630-9 gnd |
| topic_facet | Dynamische systemen Perturbation (Mathématiques) Processos estocasticos Processus stochastiques Stochastische processen Perturbation (Mathematics) Stochastic processes Störungstheorie Dynamisches System Stochastischer Prozess Zufallsstörung |
| volume_link | (DE-604)BV000000395 |
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