Random Perturbations of Hamiltonian Systems

by Mark I. Freidlin

Random perturbations of Hamiltonian systems in Euclidean spaces lead to stochastic processes on graphs, and these graphs are defined by the Hamiltonian. In the case of white-noise type perturbations, the limiting process will be a diffusion process on the graph. Its characteristics are expressed through the Hamiltonian and the characteristics of the noise. Freidlin and Wentzell calculate the process on the graph under certain conditions and develop...

• Format: Paperback
• Language: English
• ISBN: 0821825860
• ISBN13: 9780821825860
• Release Date: January 1994
• Publisher: American Mathematical Society(RI)
• Length: 82 Pages