, , , e.a.

Large Deviations and Metastability

Specificaties
Gebonden, 528 blz. | Engels
Cambridge University Press | e druk, 2005
ISBN13: 9780521591638
Rubricering
Cambridge University Press e druk, 2005 9780521591638
Onderdeel van serie Encyclopedia of Math
€ 258,21
Levertijd ongeveer 8 werkdagen

Samenvatting

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.

Specificaties

ISBN13:9780521591638
Taal:Engels
Bindwijze:Gebonden
Aantal pagina's:528

Inhoudsopgave

Preface; 1. Large deviations: basic results; 2. Small random perturbations of dynamical systems: basic estimates of Freidlin and Wentzell; 3. Large deviations and statistical mechanics; 4. Metastability I: general description, the Curie-Weiss model and contact processes; 5. Metastability II: the models of Freidlin and Wentzell; 6. Reversible Markov chains in the Freidlin-Wentzell regime; 7. Metastable behaviour for lattice spin models at low temperature; Bibliography; Index.
€ 258,21
Levertijd ongeveer 8 werkdagen

Rubrieken

    Personen

      Trefwoorden

        Large Deviations and Metastability