Large Deviations and Metastability

Klappentext This self-contained account of the main results in large deviation theory includes recent developments and emphasizes the Freidlin-Wentzell results on small random perturbations. Metastability is described on physical grounds! followed by the development of more exacting approaches to its description. The first part of the book then develops such pertinent tools as the theory of large deviations which is used to provide a physically relevant dynamical description of metastability. Written for graduate students! this book affords an excellent route into contemporary research as well. Zusammenfassung The book provides a general introduction to the theory of large deviations and a wide overview of the metastable behaviour of stochastic dynamics. Written to be accessible to graduate students! this book provides an excellent route into contemporary research. Inhaltsverzeichnis Preface; 1. Large deviations: basic results; 2. Small random perturbations of dynamical systems: basic estimates of Freidlin and Wentzell; 3. Large deviations and statistical mechanics; 4. Metastability I: general description, the Curie-Weiss model and contact processes; 5. Metastability II: the models of Freidlin and Wentzell; 6. Reversible Markov chains in the Freidlin-Wentzell regime; 7. Metastable behaviour for lattice spin models at low temperature; Bibliography; Index.

Product details

• Authors: Enzo Olivieri, Enzo (Universita Degli Studi DI Roma ''T Olivieri, Enzo Vares Olivieri, Maria E. Vares, Maria Eulalia Vares, Maria Eulália Vares
• Assisted by: G. -C Rota (Editor)
• Publisher: Cambridge University Press ELT
• Languages: English
• Product format: Hardback
• Released: 21.02.2005
• EAN: 9780521591638
• ISBN: 978-0-521-59163-8
• No. of pages: 528
• Series: Encyclopedia of Mathematics and Its Applications; Encyclopedia of Mathematics an; Encyclopedia of Mathematics and its Applications; Encyclopedia of Mathematics an
• Subject: Natural sciences, medicine, IT, technology > Mathematics > Probability theory, stochastic theory, mathematical statistics