书目名称 | Random Perturbations of Dynamical Systems | 编辑 | M. I. Freidlin,A. D. Wentzell | 视频video | | 丛书名称 | Grundlehren der mathematischen Wissenschaften | 图书封面 |  | 描述 | Asymptotical problems have always played an important role in probability theory. In classical probability theory dealing mainly with sequences of independent variables, theorems of the type of laws of large numbers, theorems of the type of the central limit theorem, and theorems on large deviations constitute a major part of all investigations. In recent years, when random processes have become the main subject of study, asymptotic investigations have continued to playa major role. We can say that in the theory of random processes such investigations play an even greater role than in classical probability theory, because it is apparently impossible to obtain simple exact formulas in problems connected with large classes of random processes. Asymptotical investigations in the theory of random processes include results of the types of both the laws of large numbers and the central limit theorem and, in the past decade, theorems on large deviations. Of course, all these problems have acquired new aspects and new interpretations in the theory of random processes. | 出版日期 | Book 19841st edition | 关键词 | Dynamisches System; Perturbation; Stochastischer Prozess; Störung (Math; ); Systems; dynamical systems | 版次 | 1 | doi | https://doi.org/10.1007/978-1-4684-0176-9 | isbn_ebook | 978-1-4684-0176-9Series ISSN 0072-7830 Series E-ISSN 2196-9701 | issn_series | 0072-7830 | copyright | Springer-Verlag New York Inc. 1984 |
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