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A Guide to First-Passage Processes (Paperback)
Loot Price: R1,917
Discovery Miles 19 170
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A Guide to First-Passage Processes (Paperback)
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Total price: R1,937
Discovery Miles: 19 370
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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 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. First-passage processes provide an appealing way for
graduate students and researchers in physics, chemistry,
theoretical biology, electrical engineering, chemical engineering,
operations research and finance to understand all of these systems.
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