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Random Perturbations Read chapter Read first chapter

2012 | OriginalPaper | Chapter

The Averaging Principle. Fluctuations in Dynamical Systems with Averaging

Authors : Mark I. Freidlin, Alexander D. Wentzell

Published in: Random Perturbations of Dynamical Systems

Publisher: Springer Berlin Heidelberg

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In Chap. 7, rapidly oscillating stochastic perturbations of dynamical systems are considered. Results of the law-of-large-numbers type, those of central-limit theorem type, and large-deviation results are obtained. Those last results are applied to the asymptotics of the behavior of the perturbed dynamical system on growing time intervals.

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previous chapter Markov Perturbations on Large Time Intervals
next chapter Random Perturbations of Hamiltonian Systems
Metadata
Title
The Averaging Principle. Fluctuations in Dynamical Systems with Averaging
Authors
Mark I. Freidlin
Alexander D. Wentzell
Copyright Year
2012
Publisher
Springer Berlin Heidelberg
Book
Random Perturbations of Dynamical Systems

Print ISBN: 978-3-642-25846-6

Electronic ISBN: 978-3-642-25847-3

Copyright Year: 2012

DOI
https://doi.org/10.1007/978-3-642-25847-3_7