ENGLISH

Large deviations and metastability

Book information

Publisher
Cambridge University Press
Year
2005
ISBN
0521591635, 9780521591638, 9780511080647
Open Library ID
OL7747483M
Language
english
Format
PDF
Filesize
2 MB (2605142 bytes)
Series
Encyclopedia of mathematics and its applications
Pages
530\530
Library
kolxoz
Time added
2009-07-20 03:45:11

Description

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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