Random Perturbations of Dynamical Systems (Grundlehren Der Mathematischen Wissenschaften)

M. I. Freidlin

ISBN 10: 1468401785 / ISBN 13: 9781468401783

Published by Springer US, 2012

About this Item

reprint edition. 336 pages. 9.25x6.10x0.70 inches. In Stock.

Seller Inventory # zk1468401785

Bibliographic Details

• Title: Random Perturbations of Dynamical Systems (Grundlehren Der Mathematischen Wissenschaften)
• Publisher: Springer US
• Publication Date: 2012
• Language: English
• ISBN 10: 1468401785
• ISBN 13: 9781468401783
• Binding: Paperback
• Condition: Brand New

About this title

Synopsis

Asymptotical problems have always played an important role in probability theory. In classical probability theory dealing mainly with sequences of independent variables, theorems of the type of laws of large numbers, theorems of the type of the central limit theorem, and theorems on large deviations constitute a major part of all investigations. In recent years, when random processes have become the main subject of study, asymptotic investigations have continued to playa major role. We can say that in the theory of random processes such investigations play an even greater role than in classical probability theory, because it is apparently impossible to obtain simple exact formulas in problems connected with large classes of random processes. Asymptotical investigations in the theory of random processes include results of the types of both the laws of large numbers and the central limit theorem and, in the past decade, theorems on large deviations. Of course, all these problems have acquired new aspects and new interpretations in the theory of random processes.