An edition of A Guide to First-Passage Processes (2001)

Guide to First-Passage Processes

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Guide to First-Passage Processes
Sidney Redner, Sidney Redner
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Last edited by ImportBot
October 5, 2021 | History
An edition of A Guide to First-Passage Processes (2001)

Guide to First-Passage Processes

  • 2 Want to read

"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 their interrelations with electrostatics and the resulting powerful consequences. The goal of this book is to help whose with modest backgrounds learn essential results quickly."

"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 finite and semi-infinite intervals, fractal networks, spherical geometries, and the wedge. Various applications are presented including neuron dynamics, self-organized criticality, stochastic resonance 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."--Jacket.

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English

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Edition Availability
Cover of: Guide to First-Passage Processes
Guide to First-Passage Processes
2012, Cambridge University Press
in English
Cover of: A Guide to First-Passage Processes
A Guide to First-Passage Processes
June 21, 2007, Cambridge University Press
Paperback in English - 1 edition
Cover of: A Guide to First-Passage Processes
A Guide to First-Passage Processes
August 6, 2001, Cambridge University Press
Hardcover in English

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Book Details


Edition Identifiers

Open Library
OL34478661M
ISBN 13
9780511606014

Work Identifiers

Work ID
OL8306693W

Source records

Better World Books record

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October 5, 2021 Created by ImportBot Imported from Better World Books record