A Guide to First-Passage Processes (Hardcover)

First-passage properties underlie a wide range of stochastic processes, such as diffusion-limited growth, neuron firing, and the triggering of stock options. This book provides a unified presentation of first-passage processes, which highlights its interrelations with electrostatics and the resulting powerful consequences. The author begins with a modern presentation of fundamental theory including the connection between the occupation and first-passage probabilities of a random walk, and the connection to electrostatics and current flows in resistor networks. The consequences of this theory are then developed for simple, illustrative geometries including the finite and semi-infinite intervals, fractal networks, spherical geometries and the wedge. Various applications are presented including neuron dynamics, self-organized criticality, diffusion-limited aggregation, the dynamics of spin systems, and the kinetics of diffusion-controlled reactions. Examples discussed include neuron dynamics, self-organized criticality, kinetics of spin systems, and stochastic resonance.

General

Imprint:	Cambridge UniversityPress
Country of origin:	United Kingdom
Release date:	August 2001
First published:	2001
Authors:	Sidney Redner
Dimensions:	229 x 152 x 22mm (L x W x T)
Format:	Hardcover
Pages:	328
ISBN-13:	978-0-521-65248-3
Categories:	Books > Science & Mathematics > Mathematics > Applied mathematics > Stochastics
LSN:	0-521-65248-0
Barcode:	9780521652483

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