A Guide to First-Passage Processes | OPEN EDUCATIONAL RESOURCES

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A Guide to First-Passage Processes

REDNER, Sidney - Personal Name;

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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Series Title: -
Call Number: -
Publisher: : Cambridge University Press., 2001
Collation: -
Language: English
ISBN/ISSN: 9780511606014
Classification: NONE
Content Type: text
Media Type: computer
Carrier Type: online resource
Edition: Ed. 1
Subject(s): Statistics and Probability
Physics and Astronomy
Statistical physics
Stochastic Networks,
Applied Probability
Specific Detail Info: -
Statement of Responsibility: Sidney Redner

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Cataloger: Arin
Source: https://www.cambridge.org/core/books/guide-to-firstpassage-processes/59066FD9754B42D22B028E33726D1F07#fndtn-information
Validator: maya
Digital Object Identifier (DOI): https://www.cambridge.org/core/books/guide-to-firstpassage-processes/59066FD9754B42D22B028E33726D1F07#fndtn-information
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