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Large Deviations and Metastability

Name: Large Deviations and Metastability
Brand: Cambridge University Press
SKU: 02036602
Price: 238.08 EUR
Availability: InStock
Author: Enzo Olivieri
ISBN: 9780521591638

Enzo Olivieri

Maria Eulalia Vares

Language

English

Book Hardback

Libristo code: 02036602

Publishers Cambridge University Press, February 2005

The book provides a general introduction to the theory of large deviations and a wide overview of th... Full description

Libristo code: 02036602

577 b

238.08 €

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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. 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.