A Guide to First-Passage Processes (Paperback) (ISBN-13: 9780521036917)

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.

Author: Sidney Redner, Redner Sidney
ISBN-10: 0521036917
ISBN-13: 9780521036917
Publisher: Cambridge University Press
Language: English
Published: 05/15/2007
Pages: 328
Format: Paperback
Weight: 1.06lbs
Size: 9.00h x 6.00w x 0.73d