Siegert, Wolfgang. <br/><br/>
Local Lyapunov Exponents  Sublimiting Growth Rates of Linear Random Differential Equations /  [electronic resource] : 
by Wolfgang Siegert. 
 - IX, 254 p.  online resource. 
 - Lecture Notes in Mathematics,  1963  0075-8434 ; .
 - Lecture Notes in Mathematics,  1963 .
<br/><br/>Linear differential systems with parameter excitation -- Locality and time scales of the underlying non-degenerate stochastic system: Freidlin-Wentzell theory -- Exit probabilities for degenerate systems -- Local Lyapunov exponents. 
<br/><br/>ZDB-2-SMA ZDB-2-LNM 
<br/><br/> 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. 
<br/><br/><label>ISBN: </label>9783540859642 
<br/><br/><label>Standard No.: </label>10.1007/978-3-540-85964-2  doi 
<br/><br/><label>Subjects--Topical Terms: </label><br/>Mathematics.<br/>Differentiable dynamical systems.<br/>Global analysis.<br/>Differential Equations.<br/>Differential equations, partial.<br/>Genetics--Mathematics.<br/>Mathematics.<br/>Dynamical Systems and Ergodic Theory.<br/>Global Analysis and Analysis on Manifolds.<br/>Ordinary Differential Equations.<br/>Partial Differential Equations.<br/>Game Theory, Economics, Social and Behav. Sciences.<br/>Genetics and Population Dynamics.
<br/><br/><label>LC Class. No.: </label>QA313 
<br/><br/><label>Dewey Class. No.: </label>515.39 515.48