Random Perturbations of Dynamical Systems

Random Perturbations of Dynamical System

📁 Random Perturbations of Dynamical Systems

✍ M. I. Freidlin, A. D. Wentzell (auth.) 📂 Library 📅 1984 🏛 Springer-Verlag New York 🌐 English

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 deviati

Random perturbations of dynamical system

📁 Random perturbations of dynamical systems

✍ Freidlin M.I., Wentzell A.D. 📂 Library 📅 1998 🏛 Springer 🌐 English

A treatment of various kinds of limit theorems for stochastic processes defined as a result of random perturbations of dynamical systems. Apart from the long-time behaviour of the perturbed system, exit problems, metastable states, optimal stabilisation, and asymptotics of stationary distributions a

Random Perturbations of Dynamical System

📁 Random Perturbations of Dynamical Systems

✍ Mark I. Freidlin, Alexander D. Wentzell (auth.) 📂 Library 📅 2012 🏛 Springer-Verlag Berlin Heidelberg 🌐 English

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

Random Perturbations of Dynamical System

📁 Random Perturbations of Dynamical Systems

✍ Yuri Kifer (auth.) 📂 Library 📅 1988 🏛 Birkhäuser Basel 🌐 English

Mathematicians often face the question to which extent mathematical models describe processes of the real world. These models are derived from experimental data, hence they describe real phenomena only approximately. Thus a mathematical approach must begin with choosing properties which are not v

Random Perturbations of Dynamical System

📁 Random Perturbations of Dynamical Systems

✍ M. I. Freidlin, A. D. Wentzell (auth.) 📂 Library 📅 1984 🏛 Springer-Verlag New York 🌐 English

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 deviati

Random Perturbations of Dynamical System

📁 Random Perturbations of Dynamical Systems

✍ Mark I. Freidlin, Alexander D. Wentzell (auth.) 📂 Library 📅 2012 🏛 Springer-Verlag Berlin Heidelberg 🌐 English

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

Random Perturbations of Dynamical Systems

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