An edition of Random perturbations of dynamical systems (1984)

Random perturbations of dynamical systems

2nd ed.

by

Cover of: Random perturbations of dynamical systems by M. I. Freĭdlin, M. I. Freĭdlin
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Last edited by MARC Bot
July 15, 2024 | History
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An edition of Random perturbations of dynamical systems (1984)

Random perturbations of dynamical systems

2nd ed.

by

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.

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.

Publish Date
Publisher
Springer
Language
English
Pages
430

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Previews available in: English

Subjects

Stochastic processes, Perturbation (Mathematics)

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Edition Availability
Cover of: Random perturbations of dynamical systems
Random perturbations of dynamical systems
1998, Springer
in English - 2nd ed.
  • Not in Library
Libraries near you: WorldCat
Cover of: Random perturbations of dynamical systems
Random perturbations of dynamical systems
1984, Springer-Verlag
in English
Libraries near you: WorldCat

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Book Details

Edition Notes

Includes bibliographical references (p. [417]-427) and index.
"[Based on the] original Russian edition: Fluktuat͡s︡ii v dinamicheskikh sistemakh pod deĭstviem malykh sluchaĭnykh vozmushcheniĭ, Nauka : Moscow, 1979"--T.p. verso.

Published in
New York
Series
Grundlehren der mathematischen Wissenschaften ;, 260

Classifications

Dewey Decimal Class
519.2
Library of Congress
QA274 .F73 1998

The Physical Object

Pagination
xi, 430 p. :
Number of pages
430

ID Numbers

Open Library
OL345656M
Internet Archive
randomperturbati00frei_409
ISBN 10
0387983627
LCCN
98004686
OCLC/WorldCat
38409445
Library Thing
1506484
Goodreads
2008975

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July 15, 2024 Edited by MARC Bot import existing book
November 28, 2020 Edited by MARC Bot import existing book
July 6, 2019 Edited by MARC Bot import existing book
July 6, 2019 Edited by MARC Bot import existing book
April 1, 2008 Created by an anonymous user Imported from Scriblio MARC record