Random Perturbations of Dynamical Systems

Idioma: inglés

Editorial: Springer-Verlag New York Inc., 1998

0387983627 / 9780387983622

Serie: Libro 41 de 184 - Ergebnisse der Mathematik und ihrer Grenzgebiete. 3. Folge/A Series of Modern Surveys in Mathematics

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A treatment of various kinds of limit theorems for stochastic processes defined as a result of random perturbations of dynamical systems. Apart from the long-time behaviour of the perturbed system, exit problems, metastable states, optimal stabilisation, and asymptotics of stationary distributions are considered in detail. The authors'main tools are the large deviation theory, the central limit theorem for stochastic processes, and the averaging principle. The results allow for explicit calculations of the asymptotics of many interesting characteristics of the perturbed system, and most of these results are closely connected with PDEs. This new edition contains expansions on the averaging principle, a new chapter on random perturbations of Hamiltonian systems, along with new results on fast oscillating perturbations of systems with conservation laws. New sections on wave front propagation in semilinear PDEs and on random perturbations of certain infinite-dimensional dynamical systems have been incorporated into the chapter on sharpenings and generalisations.…

N° de ref. del artículo CIN0387983627VG

Título
Random Perturbations of Dynamical Systems
Autor
Mark Freidlin
Editorial
Springer-Verlag New York Inc.
Año de publicación
1998
Estado
Very Good
Encuadernación
Hardback
Idioma
inglés
ISBN 10
0387983627
ISBN 13
9780387983622
Serie
Libro 41 de 184: Ergebnisse der Mathematik und ihrer Grenzgebiete. 3. Folge/A Series of Modern Surveys in Mathematics

World of Books Inc

Montgomery, IL, Estados Unidos de America

Vendedor de 4 estrellas

Vendedor de IberLibro desde 23 de marzo de 2026

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