A Guide to First-Passage Processes Contributor(s): Redner, Sidney (Author), Sidney, Redner (Author) |
|
![]() |
ISBN: 0521036917 ISBN-13: 9780521036917 Publisher: Cambridge University Press OUR PRICE: $69.34 Product Type: Paperback - Other Formats Published: June 2007 Annotation: 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. |
Additional Information |
BISAC Categories: - Mathematics | Probability & Statistics - General - Science | Physics - Mathematical & Computational - Science | Physics - General |
Dewey: 519.23 |
Physical Information: 0.73" H x 6" W x 9" (1.06 lbs) 328 pages |
Descriptions, Reviews, Etc. |
Contributor Bio(s): Redner, Sidney: - 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�985, the Ulam Scholar at Los Alamos National Laboratory in 2004�005 and a visiting professor at the Universite Paul Sabatier (Toulouse) and Universite Pierre et Marie Curie (Paris) in 2008. |