A Guide to First-Passage Processes Sidney Redner

ISBN: 9780521652483

Published: April 15th 2008

Hardcover

328 pages


Description

A Guide to First-Passage Processes  by  Sidney Redner

A Guide to First-Passage Processes by Sidney Redner
April 15th 2008 | Hardcover | PDF, EPUB, FB2, DjVu, audiobook, mp3, RTF | 328 pages | ISBN: 9780521652483 | 10.68 Mb

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 itsMoreFirst-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.



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