Large Deviations and Metastability
Book Details
Format
Hardback or Cased Book
Book Series
Encyclopedia of Mathematics and its Applications
ISBN-10
0521591635
ISBN-13
9780521591638
Publisher
Cambridge University Press
Imprint
Cambridge University Press
Country of Manufacture
GB
Country of Publication
GB
Publication Date
Feb 21st, 2005
Print length
528 Pages
Weight
907 grams
Dimensions
24.10 x 16.40 x 3.40 cms
Product Classification:
StochasticsNonlinear science
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The book provides a general introduction to the theory of large deviations and a wide overview of the metastable behaviour of stochastic dynamics. Written to be accessible to graduate students, this book provides an excellent route into contemporary research.
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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