Local Lyapunov Exponents

Sublimiting Growth Rates of Linear Random Differential Equations

von Wolfgang Siegert

254 Seiten, Taschenbuch

Kurzbeschreibung des Verlags

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.

• Reihe: Lecture Notes in Mathematics
• ISBN: 9783540859635
• Sprache: Englisch
• Erscheinungsdatum: 13.11.2008
• Genre: Mathematik/Wahrscheinlichkeitstheorie, Stochastik, Mathematische Statistik
• Verlag: Springer Berlin