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Random Perturbations of Dynamical Systems

  • M. I. Freidlin
  • A. D. Wentzell

Part of the Grundlehren der mathematischen Wissenschaften book series (GL, volume 260)

Table of contents

  1. Front Matter
    Pages i-viii
  2. M. I. Freidlin, A. D. Wentzell
    Pages 1-14
  3. M. I. Freidlin, A. D. Wentzell
    Pages 15-43
  4. M. I. Freidlin, A. D. Wentzell
    Pages 44-69
  5. M. I. Freidlin, A. D. Wentzell
    Pages 70-102
  6. M. I. Freidlin, A. D. Wentzell
    Pages 136-160
  7. M. I. Freidlin, A. D. Wentzell
    Pages 161-211
  8. M. I. Freidlin, A. D. Wentzell
    Pages 278-293
  9. M. I. Freidlin, A. D. Wentzell
    Pages 294-313
  10. Back Matter
    Pages 315-327

About this book

Introduction

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 deviations constitute a major part of all investigations. In recent years, when random processes have become the main subject of study, asymptotic investigations have continued to playa major role. We can say that in the theory of random processes such investigations play an even greater role than in classical probability theory, because it is apparently impossible to obtain simple exact formulas in problems connected with large classes of random processes. Asymptotical investigations in the theory of random processes include results of the types of both the laws of large numbers and the central limit theorem and, in the past decade, theorems on large deviations. Of course, all these problems have acquired new aspects and new interpretations in the theory of random processes.

Keywords

Dynamisches System Perturbation Stochastischer Prozess Störung (Math.) Systems dynamical systems

Authors and affiliations

  • M. I. Freidlin
    • 1
  • A. D. Wentzell
    • 1
  1. 1.VAAP Copyright Agency of the U.S.S.R.MoscowUSSR

Bibliographic information

  • DOI https://doi.org/10.1007/978-1-4684-0176-9
  • Copyright Information Springer-Verlag New York 1984
  • Publisher Name Springer, New York, NY
  • eBook Packages Springer Book Archive
  • Print ISBN 978-1-4684-0178-3
  • Online ISBN 978-1-4684-0176-9
  • Series Print ISSN 0072-7830
  • Buy this book on publisher's site
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