A Guide to First-Passage Processes

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Beschreibung

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.

Über den Autor

Sid Redner is a condensed-matter theorist whose research focuses on non-equilibrium statistical physics and its applications. Dr Redner has been on the physics faculty at Boston University since 1978 and has been a full professor since 1989. He has published 230 research articles and is the author of A Kinetic View of Statistical Physics with P. L. Krapivsky and E. Ben-Naim (Cambridge University Press, 2010). Dr Redner is a Fellow of the American Physical Society and was a visiting scientist at Schlumberger Research in 1984-1985, the Ulam Scholar at Los Alamos National Laboratory in 2004-2005 and a visiting professor at the Universite Paul Sabatier (Toulouse) and Universite Pierre et Marie Curie (Paris) in 2008.

Zusammenfassung

First-passage properties underlie a wide range of stochastic processes, such as diffusion-controlled reactions, diffusion-limited growth, neuron firing and the triggering of stock options. This book is about the basic theory and consequences of first-passage processes. This is outlined from a physics perspective which emphasizes intuition, problem solving, and the application of first-passage processes in fields as diverse as random walks and resistor networks, neuron dynamics and self-organized criticality. This variety of applications will appeal to graduate students and researchers in physics, chemistry, theoretical biology, electrical engineering, chemical engineering, operations research and finance.

Inhaltsverzeichnis

Preface; Errata; 1. First-passage fundamentals; 2. First passage in an interval; 3. Semi-infinite system; 4. Illustrations of first passage in simple geometries; 5. Fractal and nonfractal networks; 6. Systems with spherical symmetry; 7. Wedge domains; 8. Applications to simple reactions; References; Index.

Erscheinungsjahr:	2007
Fachbereich:	Wahrscheinlichkeitstheorie
Genre:	Mathematik
Rubrik:	Naturwissenschaften & Technik
Medium:	Taschenbuch
Seiten:	328
ISBN-13:	9780521036917
ISBN-10:	0521036917
Sprache:	Englisch
Ausstattung / Beilage:	Paperback
Einband:	Kartoniert / Broschiert
Autor:	Redner, Sidney Sidney, Redner
Hersteller:	Cambridge University Press
Maße:	229 x 152 x 20 mm
Von/Mit:	Sidney Redner (u. a.)
Erscheinungsdatum:	21.06.2007
Gewicht:	0,534 kg

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