A Guide to First-Passage Processes
by Sidney Redner (9780521036917)

A Guide to First-Passage Processes
Sidney Redner
Release Date: 15 May 2007
Format: Paperback / softback
Pages: 328
Category: Applied Mathematics
ISBN: 9780521036917
ISBN-10: 0521036917

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.

AUD $98.95

 This title is not held in stock & is ordered from suppliers, subject to availability.

View other Sidney Redner titles like "A Guide to First-Passage Processes"

Write a customer review of A Guide to First-Passage Processes.

If you like this title please tell others:

tell others

post to your Facebook wall post on Twitter post on Digg recommend to Stumbleupon bookmark on Delicious RSS feed send to a friend

Australian BookShop
Australian Bookshop. Established 2003
Shopping Cart Customer Support

International Online Store
of Inspiration
we ship everywhere
Australia Post
Australia Wide