Large Deviations and Metastability

Enzo Olivieri, Maria Eulalia Vares - Collection Encyclopedia of Mathematics and its Applications

512 pages, parution le 02/03/2005

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Résumé

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.

Sommaire

Large deviations: basic results
Small random perturbations of dynamical systems: basic estimates of Freidlin and Wentzell
Large deviations and statistical mechanics
Metastability I: general description, the Curie-Weiss model and contact processes
Metastability II: the models of Freidlin and Wentzell
Reversible Markov chains in the Freidlin-Wentzell regime
Metastable behaviour for lattice spin models at low temperature

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Caractéristiques techniques

	PAPIER
Éditeur(s)	Cambridge University Press
Auteur(s)	Enzo Olivieri, Maria Eulalia Vares
Collection	Encyclopedia of Mathematics and its Applications
Parution	02/03/2005
Nb. de pages	512
Format	16 x 24
Couverture	Relié
Poids	885g
Intérieur	Noir et Blanc
EAN13	9780521591638
ISBN13	978-0-521-59163-8