Random perturbations of dynamical systems:
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
Gespeichert in:
| Beteiligte Personen: | , |
|---|---|
| Format: | Elektronisch E-Book |
| Sprache: | Englisch Russisch |
| Veröffentlicht: |
Berlin [u.a.]
Springer
2012
|
| Ausgabe: | 3. ed. |
| Schriftenreihe: | Die Grundlehren der mathematischen Wissenschaften
260 |
| Schlagwörter: | |
| Links: | https://doi.org/10.1007/978-3-642-25847-3 https://doi.org/10.1007/978-3-642-25847-3 https://doi.org/10.1007/978-3-642-25847-3 https://doi.org/10.1007/978-3-642-25847-3 https://doi.org/10.1007/978-3-642-25847-3 https://doi.org/10.1007/978-3-642-25847-3 https://doi.org/10.1007/978-3-642-25847-3 https://doi.org/10.1007/978-3-642-25847-3 https://doi.org/10.1007/978-3-642-25847-3 |
| Zusammenfassung: | 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 |
| Abstract: | 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 |
| Beschreibung: | Aus dem Russ. übers. |
| Umfang: | 1 Online-Ressource (XXVIII, 458 S.) graph. Darst. |
| ISBN: | 9783642258466 9783642258473 |
| DOI: | 10.1007/978-3-642-25847-3 |
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| author | Freidlin, Mark I. Wentzell, Alexander D. 1937- |
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| discipline | Mathematik |
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| edition | 3. ed. |
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| illustrated | Illustrated |
| indexdate | 2024-12-20T16:13:10Z |
| institution | BVB |
| isbn | 9783642258466 9783642258473 |
| language | English Russian |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-025205419 |
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| physical | 1 Online-Ressource (XXVIII, 458 S.) graph. Darst. |
| psigel | ZDB-2-SMA |
| publishDate | 2012 |
| publishDateSearch | 2012 |
| publishDateSort | 2012 |
| publisher | Springer |
| record_format | marc |
| series | Die Grundlehren der mathematischen Wissenschaften |
| series2 | Die Grundlehren der mathematischen Wissenschaften |
| spellingShingle | Freidlin, 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 Stochastischer Prozess (DE-588)4057630-9 gnd Störungstheorie (DE-588)4128420-3 gnd Dynamisches System (DE-588)4013396-5 gnd |
| subject_GND | (DE-588)4057630-9 (DE-588)4128420-3 (DE-588)4013396-5 |
| 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 Mark I. Freidlin ; Alexander D. Wentzell |
| title_fullStr | Random perturbations of dynamical systems Mark I. Freidlin ; Alexander D. Wentzell |
| title_full_unstemmed | Random perturbations of dynamical systems Mark I. Freidlin ; Alexander 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 Stochastischer Prozess (DE-588)4057630-9 gnd Störungstheorie (DE-588)4128420-3 gnd Dynamisches System (DE-588)4013396-5 gnd |
| topic_facet | Dynamische systemen Perturbation (Mathématiques) Processos estocasticos Processus stochastiques Stochastische processen Perturbation (Mathematics) Stochastic processes Stochastischer Prozess Störungstheorie Dynamisches System |
| url | https://doi.org/10.1007/978-3-642-25847-3 |
| volume_link | (DE-604)BV049758308 |
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