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  3. Large Deviations and Metastability
  • Cited by 151
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    • Publisher:
      Cambridge University Press
      Publication date:
      August 2009
      February 2005
      ISBN:
      9780511543272
      9780521591638
      DOI:
      https://doi.org/10.1017/CBO9780511543272
      Dimensions:
      (228 x 152 mm)
      Weight & Pages:
      0.917kg, 528 Pages
      Dimensions:
      Weight & Pages:
      • Subjects:
      Mathematics (general), Mathematics, Mathematical Physics, Probability Theory and Stochastic Processes, Statistics and Probability
      Series:
      Encyclopedia of Mathematics and its Applications (100)
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    Subjects:
    Mathematics (general), Mathematics, Mathematical Physics, Probability Theory and Stochastic Processes, Statistics and Probability
    Series:
    Encyclopedia of Mathematics and its Applications (100)
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    Book description

    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.

    Reviews

    'This impressive monograph provides a quite complete survey of the topic of metastability and will certainly be a very useful reference for all research activity in this field.'

    Source: Publication of the International Statistical Institute

    ' … yields a wide overview of the current mathematical understanding of metastability phenomena arising in the context of Markov processes.'

    Source: Zentralblatt MATH

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