Local Lyapunov exponents : sublimiting growth rates of linear random differential equations
著者
書誌事項
Local Lyapunov exponents : sublimiting growth rates of linear random differential equations
（Lecture notes in mathematics, 1963）
Springer, c2009
- : pbk
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注記
Bibliography: p. 239-251
Includes index
内容説明・目次
内容説明
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.
目次
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.
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