Large Deviations and Metastability

Name: Large Deviations and Metastability
Brand: Cambridge University Press
SKU: 9780521591638
Price: 5338 CZK
Availability: InStock

Autor: Enzo Olivieri, Maria Eulalia Vares

Jazyk:

Vazba: Pevná

Vydavatel: Cambridge University Press

Dostupnost: Skladem u dodavatele

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5 338 Kč

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

Informace o knize

Autor

Enzo Olivieri, Maria Eulalia Vares

Jazyk

Angličtina

Vazba

Kniha - Pevná

Vydáno

2005

Stránek

528

EAN

9780521591638

ISBN

0521591635

Enbook ID

02036602

Vydavatel

Cambridge University Press

Hmotnost

907

Rozměry

164 x 241 x 34

Kompletní 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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Large Deviations and Metastability

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