About this book
Establishing a new concept of local Lyapunov exponents the author brings together two separate theories, namely Lyapunov exponents and the theory of large deviations.
Specifically, a linear differential system is considered which is controlled by a stochastic process that during a suitable noise-intensity-dependent time is trapped near one of its so-called metastable states. The local Lyapunov exponent is then introduced as the exponential growth rate of the linear system on this time scale. Unlike classical Lyapunov exponents, which involve a limit as time increases to infinity in a fixed system, here the system itself changes as the noise intensity converges, too.
- DOI https://doi.org/10.1007/978-3-540-85964-2
- Copyright Information Springer Berlin Heidelberg 2009
- Publisher Name Springer, Berlin, Heidelberg
- eBook Packages Mathematics and Statistics
- Print ISBN 978-3-540-85963-5
- Online ISBN 978-3-540-85964-2
- Series Print ISSN 0075-8434
- About this book