Large Deviations and Metastability

Name: Large Deviations and Metastability
Brand: Cambridge University Press
SKU: 9780521591638
Price: 230.9 EUR
Availability: InStock

Автор: Enzo Olivieri, Maria Eulalia Vares

Език:

Корици: С твърди корици

Издател: Cambridge University Press

Наличност: Външен склад

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230.90 € 451.60 лв

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

Информация за книгата

Автор

Enzo Olivieri, Maria Eulalia Vares

Език

Английски език

Корици

Книга - С твърди корици

Издадена

2005

страници

528

EAN

9780521591638

ISBN

0521591635

Enbook ID

02036602

Издател

Cambridge University Press

Теглоt

907

Размери

164 x 241 x 34

Пълно описание

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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