Overview

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.

ISBN-13

9780521591638

ISBN-10

0521591635

Weight

2.02 Pounds

Dimensions

6.14 x 1.31 x 9.21 In

List Price

$228.00

Edition

1st Edition

Format

Hardcover

Language

English

Pages

528 pages

Publisher

Cambridge University Press

Published On

2005-02-21



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Print on demand Contains: Line drawings. Encyclopedia of Mathematics and its Applications . 37 b/w ...
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