Large Deviations and Metastability

Name: Large Deviations and Metastability
Brand: Cambridge University Press
SKU: 9780521591638
Price: 220.62 EUR
Availability: InStock

Autor: Enzo Olivieri, Maria Eulalia Vares

Jazyk:

Väzba: Pevná

Vydavateľ: Cambridge University Press

Dostupnosť: Skladom u dodávateľa

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220.62 €

The book provides a general introduction to the theory of large deviations and a wide overview of th...

Informácie o knihe

Autor

Enzo Olivieri, Maria Eulalia Vares

Jazyk

Angličtina

Väzba

Kniha - Pevná

Vydalo

2005

Stránok

528

EAN

9780521591638

ISBN

0521591635

Enbook ID

02036602

Vydavateľ

Cambridge University Press

Hmotnosť

907

Rozmery

164 x 241 x 34

Kompletný popis

The book provides a general introduction to the theory of large deviations and a wide overview of the metastable behaviour of stochastic dynamics. With only minimal prerequisites, the book covers all the main results and brings the reader to the most recent developments. Particular emphasis is given to the fundamental Freidlin-Wentzell results on small random perturbations of dynamical systems. Metastability is first described on physical grounds, following which more rigorous approaches to its description are developed. Many relevant examples are considered from the point of view of the so-called pathwise approach. The first part of the book develops the relevant tools including the theory of large deviations which are then used to provide a physically relevant dynamical description of metastability. Written to be accessible to graduate students, this book provides an excellent route into contemporary research.

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