Random Dynamical Systems
(Sprache: Englisch)
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...
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Klappentext zu „Random Dynamical Systems “
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.
Inhaltsverzeichnis zu „Random Dynamical Systems “
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.
Bibliographische Angaben
- Autor: Ludwig Arnold
- 2002, 1st.ed 1998. Corr. 2nd printing 2002, 586 Seiten, 40 Abbildungen, Maße: 16 x 24,1 cm, Gebunden, Englisch
- Verlag: Springer
- ISBN-10: 3540637583
- ISBN-13: 9783540637585
- Erscheinungsdatum: 13.11.2002
Sprache:
Englisch
Rezension zu „Random Dynamical Systems “
"Ludwig Arnold's monograph is going to make a very big impact for many years to come."DMV Jahresbericht, 103. Band, Heft 2, July 2001
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