Buch, Englisch, 586 Seiten, Format (B × H): 160 mm x 241 mm, Gewicht: 1074 g
Buch, Englisch, 586 Seiten, Format (B × H): 160 mm x 241 mm, Gewicht: 1074 g
Reihe: Springer Monographs in Mathematics
ISBN: 978-3-540-63758-5
Verlag: Springer
The first systematic presentation of the theory of dynamical systems under the influence of randomness, this book includes products of random mappings as well as random and stochastic differential equations. The basic multiplicative ergodic theorem is presented, providing a random substitute for linear algebra. On its basis, many applications are detailed. Numerous instructive examples are treated analytically or numerically.
Zielgruppe
Research
Autoren/Hrsg.
Fachgebiete
- Mathematik | Informatik Mathematik Stochastik Wahrscheinlichkeitsrechnung
- Mathematik | Informatik Mathematik Geometrie Dynamische Systeme
- Naturwissenschaften Physik Physik Allgemein Theoretische Physik, Mathematische Physik, Computerphysik
- Naturwissenschaften Physik Angewandte Physik Statistische Physik, Dynamische Systeme
- Mathematik | Informatik Mathematik Numerik und Wissenschaftliches Rechnen Angewandte Mathematik, Mathematische Modelle
Weitere Infos & Material
I. Random Dynamical Systems and Their Generators.- 1. Basic Definitions. Invariant Measures.- 2. Generation.- II. Multiplicative Ergodic Theory.- 3. The Multiplicative Ergodic Theorem in Euclidean Space.- 4. The Multiplicative Ergodic Theorem on Bundles and Manifolds.- 5. The MET for Related Linear and Affine RDS.- 6. RDS on Homogeneous Spaces of the General Linear Group.- III. Smooth Random Dynamical Systems.- 7. Invariant Manifolds.- 8. Normal Forms.- 9. Bifurcation Theory.- IV. Appendices.- Appendix A. Measurable Dynamical Systems.- A.1 Ergodic Theory.- A.2 Stochastic Processes and Dynamical Systems.- A.3 Stationary Processes.- A.4 Markov Processes.- Appendix B. Smooth Dynamical Systems.- B.1 Two-Parameter Flows on a Manifold.- B.4 Autonomous Case: Dynamical Systems.- B.5 Vector Fields and Flows on Manifolds.- References.
