书目名称 | Random Perturbations of Dynamical Systems |
编辑 | Mark I. Freidlin,Alexander D. Wentzell |
视频video | |
概述 | Third revised and enlarged edition.New chapters and enlarged bibliographic references.A very detailed and deep mathematical treatment of the long term behavior of randomly perturbed dynamical systems. |
丛书名称 | Grundlehren der mathematischen Wissenschaften |
图书封面 |  |
描述 | .Many notions and results presented in the previous editions of this volume have since become quite popular in applications, and many of them have been “rediscovered” in applied papers. . .In the present 3rd edition small changes were made to the chapters in which long-time behavior of the perturbed system is determined by large deviations. Most of these changes concern terminology. In particular, it is explained that the notion of sub-limiting distribution for a given initial point and a time scale is identical to the idea of metastability, that the stochastic resonance is a manifestation of metastability, and that the theory of this effect is a part of the large deviation theory. The reader will also find new comments on the notion of quasi-potential that the authors introduced more than forty years ago, and new references to recent papers in which the proofs of some conjectures included in previous editions have been obtained.. .Apart from the above mentioned changes the main innovations in the 3rd edition concern the averaging principle. A new Section on deterministic perturbations of one-degree-of-freedom systems was added in Chapter 8. It is shown there that pure deterministi |
出版日期 | Textbook 2012Latest edition |
关键词 | 60F10, 34E10, 60H10, 60J60; averaging principle; exit problems; large deviations; metastability; perturba |
版次 | 3 |
doi | https://doi.org/10.1007/978-3-642-25847-3 |
isbn_softcover | 978-3-642-44687-0 |
isbn_ebook | 978-3-642-25847-3Series ISSN 0072-7830 Series E-ISSN 2196-9701 |
issn_series | 0072-7830 |
copyright | Springer-Verlag Berlin Heidelberg 2012 |