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  • Open Daily: 10am - 10pm
    Alley-side Pickup: 10am - 7pm

    3038 Hennepin Ave Minneapolis, MN
    612-822-4611

Open Daily: 10am - 10pm | Alley-side Pickup: 10am - 7pm
3038 Hennepin Ave Minneapolis, MN
612-822-4611
A Guide to First-Passage Processes

A Guide to First-Passage Processes

Redner, Sidney
Sidney, Redner

Paperback

PhysicsProbability & Statistics

ISBN10: 0521036917
ISBN13: 9780521036917
Publisher: Cambridge University Press
Published: May 15 2007
Pages: 328
Weight: 1.06
Height: 0.73 Width: 6.00 Depth: 9.00
Language: English
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.

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