Local Lyapunov exponents: sublimiting growth rates of linear random differential equations
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| Main Author: | |
|---|---|
| Format: | Thesis Book |
| Language: | English |
| Published: |
Berlin [u.a.]
Springer
2009
|
| Series: | Lecture notes in mathematics
1963 |
| Subjects: | |
| Online Access: | Inhaltsverzeichnis |
| Physical Description: | IX, 254 S. graph. Darst. |
| ISBN: | 9783540859635 9783540859642 |
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| 245 | 1 | 0 | |a Local Lyapunov exponents |b sublimiting growth rates of linear random differential equations |c Wolfgang Siegert |
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| 490 | 1 | |a Lecture notes in mathematics |v 1963 | |
| 502 | |a Zugl.: Berlin, Humboldt-Univ., Diss., 2007 | ||
| 650 | 4 | |a Liapounov, Exposants de | |
| 650 | 4 | |a Équations différentielles | |
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Record in the Search Index
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| adam_text | CONTENTS INTRODUCTION 1 1 LINEAIR DIFFERENTIAL SYSTEMS WITH PARAMETER
EXCITATION 9 1.1 THE MODEL 10 1.2 SPHERICAL COORDINATES FOR LINEAR
SYSTEMS 12 1.3 THE MULTIPLICATIVE ERGODIC THEOREM: LYAPUNOV EXPONENTS...
20 1.4 THE DETERMINISTIC CASE: LYAPUNOV EXPONENTS FOR ASYMPTOTICALLY
CONSTANT LINEAR SYSTEMS 28 1.5 SAMPLE SYSTEMS 44 2 LOCALITY AND TIME
SCALES OF THE UNDERLYING NON-DEGENERATE STOCHASTIC SYSTEM:
PREIDLIN-WENTZELL THEORY 53 2.1 PRELIMINARIES AND ASSUMPTIONS 55 2.2 THE
LIMITING DISTRIBUTION (STATIONARY MEASURE) 60 2.3 THE LARGE DEVIATIONS
PRINCIPLE 68 2.4 EXIT PROBABILITIES FOR NON-DEGENERATE SYSTEMS 72 2.5
SUBLIMITING DISTRIBUTIONS: METASTABILITY AND QUASI-DETERMINISTIC
BEHAVIOR 91 2.6 SAMPLE SYSTEMS 108 3 EXIT PROBABILITIES FOR DEGENERATE
SYSTEMS 125 3.1 EXIT PROBABILITIES FOR DEGENERATE SYSTEMS DEPENDING ON A
SMALL PARAMETER 126 3.2 UNIFORM CONSEQUENCE FOR THE EXIT PROBABILITY 140
4 LOCAL LYAPUNOV EXPONENTS 143 4.1 LOCAL LYAPUNOV EXPONENTS: UPPER AND
LOWER BOUND 144 4.2 THE LOCAL GROWTH RATE OF THE DETERMINANT 156 4.3
LOCAL LYAPUNOV EXPONENTS IN THE DIAGONAL CASE 157 BIBLIOGRAFISCHE
INFORMATIONEN HTTP://D-NB.INFO/991321065 DIGITALISIERT DURCH VIII
CONTENTS 4.4 LOCAL LYAPUNOV EXPONENTS IN THE TWO-DIMENSIONAL, GENERAL
CASE 177 4.4.1 QUALITATIVE THEORY OF NONLINEAR REAL NOISE SYSTEMS ON
TIME SCALES 178 4.4.2 THE LOCAL LYAPUNOV EXPONENT 186 4.5 CONCLUDING
REMARKS 226 NOTATIONS 231 BIBLIOGRAPHY 239 INDEX 253
|
| adam_txt |
CONTENTS INTRODUCTION 1 1 LINEAIR DIFFERENTIAL SYSTEMS WITH PARAMETER
EXCITATION 9 1.1 THE MODEL 10 1.2 SPHERICAL COORDINATES FOR LINEAR
SYSTEMS 12 1.3 THE MULTIPLICATIVE ERGODIC THEOREM: LYAPUNOV EXPONENTS.
20 1.4 THE DETERMINISTIC CASE: LYAPUNOV EXPONENTS FOR ASYMPTOTICALLY
CONSTANT LINEAR SYSTEMS 28 1.5 SAMPLE SYSTEMS 44 2 LOCALITY AND TIME
SCALES OF THE UNDERLYING NON-DEGENERATE STOCHASTIC SYSTEM:
PREIDLIN-WENTZELL THEORY 53 2.1 PRELIMINARIES AND ASSUMPTIONS 55 2.2 THE
LIMITING DISTRIBUTION (STATIONARY MEASURE) 60 2.3 THE LARGE DEVIATIONS
PRINCIPLE 68 2.4 EXIT PROBABILITIES FOR NON-DEGENERATE SYSTEMS 72 2.5
SUBLIMITING DISTRIBUTIONS: METASTABILITY AND QUASI-DETERMINISTIC
BEHAVIOR 91 2.6 SAMPLE SYSTEMS 108 3 EXIT PROBABILITIES FOR DEGENERATE
SYSTEMS 125 3.1 EXIT PROBABILITIES FOR DEGENERATE SYSTEMS DEPENDING ON A
SMALL PARAMETER 126 3.2 UNIFORM CONSEQUENCE FOR THE EXIT PROBABILITY 140
4 LOCAL LYAPUNOV EXPONENTS 143 4.1 LOCAL LYAPUNOV EXPONENTS: UPPER AND
LOWER BOUND 144 4.2 THE LOCAL GROWTH RATE OF THE DETERMINANT 156 4.3
LOCAL LYAPUNOV EXPONENTS IN THE DIAGONAL CASE 157 BIBLIOGRAFISCHE
INFORMATIONEN HTTP://D-NB.INFO/991321065 DIGITALISIERT DURCH VIII
CONTENTS 4.4 LOCAL LYAPUNOV EXPONENTS IN THE TWO-DIMENSIONAL, GENERAL
CASE 177 4.4.1 QUALITATIVE THEORY OF NONLINEAR REAL NOISE SYSTEMS ON
TIME SCALES 178 4.4.2 THE LOCAL LYAPUNOV EXPONENT 186 4.5 CONCLUDING
REMARKS 226 NOTATIONS 231 BIBLIOGRAPHY 239 INDEX 253 |
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| ctrlnum | (OCoLC)268784046 (DE-599)DNB991321065 |
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| discipline | Mathematik |
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| spelling | Siegert, Wolfgang 1977- Verfasser (DE-588)134076389 aut Local Lyapunov exponents sublimiting growth rates of linear random differential equations Wolfgang Siegert Berlin [u.a.] Springer 2009 IX, 254 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier Lecture notes in mathematics 1963 Zugl.: Berlin, Humboldt-Univ., Diss., 2007 Liapounov, Exposants de Équations différentielles Differential equations Lyapunov exponents Ljapunov-Exponent (DE-588)4123668-3 gnd rswk-swf Stochastisches dynamisches System (DE-588)4305316-6 gnd rswk-swf Große Abweichung (DE-588)4330658-5 gnd rswk-swf (DE-588)4113937-9 Hochschulschrift gnd-content Stochastisches dynamisches System (DE-588)4305316-6 s Ljapunov-Exponent (DE-588)4123668-3 s Große Abweichung (DE-588)4330658-5 s DE-604 Lecture notes in mathematics 1963 (DE-604)BV000676446 1963 DNB Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=016992675&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Siegert, Wolfgang 1977- Local Lyapunov exponents sublimiting growth rates of linear random differential equations Lecture notes in mathematics Liapounov, Exposants de Équations différentielles Differential equations Lyapunov exponents Ljapunov-Exponent (DE-588)4123668-3 gnd Stochastisches dynamisches System (DE-588)4305316-6 gnd Große Abweichung (DE-588)4330658-5 gnd |
| subject_GND | (DE-588)4123668-3 (DE-588)4305316-6 (DE-588)4330658-5 (DE-588)4113937-9 |
| title | Local Lyapunov exponents sublimiting growth rates of linear random differential equations |
| title_auth | Local Lyapunov exponents sublimiting growth rates of linear random differential equations |
| title_exact_search | Local Lyapunov exponents sublimiting growth rates of linear random differential equations |
| title_exact_search_txtP | Local Lyapunov exponents sublimiting growth rates of linear random differential equations |
| title_full | Local Lyapunov exponents sublimiting growth rates of linear random differential equations Wolfgang Siegert |
| title_fullStr | Local Lyapunov exponents sublimiting growth rates of linear random differential equations Wolfgang Siegert |
| title_full_unstemmed | Local Lyapunov exponents sublimiting growth rates of linear random differential equations Wolfgang Siegert |
| title_short | Local Lyapunov exponents |
| title_sort | local lyapunov exponents sublimiting growth rates of linear random differential equations |
| title_sub | sublimiting growth rates of linear random differential equations |
| topic | Liapounov, Exposants de Équations différentielles Differential equations Lyapunov exponents Ljapunov-Exponent (DE-588)4123668-3 gnd Stochastisches dynamisches System (DE-588)4305316-6 gnd Große Abweichung (DE-588)4330658-5 gnd |
| topic_facet | Liapounov, Exposants de Équations différentielles Differential equations Lyapunov exponents Ljapunov-Exponent Stochastisches dynamisches System Große Abweichung Hochschulschrift |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=016992675&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
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