A Guide to First-Passage Processes

Inbunden, Engelska, 2001

AvSidney Redner

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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.

Produktinformation

Utgivningsdatum2001-08-06
Mått160 x 236 x 26 mm
Vikt576 g
FormatInbunden
SpråkEngelska
Antal sidor328
FörlagCambridge University Press
ISBN9780521652483

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Tillämpad matematik inom Naturvetenskap och teknik

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.

'… this is unquestionably a valuable book, written at an accessible level for graduate students while providing a nice summary of the last century's - and notably the last two decades' - developments of these methods. I do not doubt that this will be a popular book; it fills a hole in the textbook/monograph literature that's needed filling for at least ten years. Moreover, the author's style is relaxed and crystal clear while maintaining mathematical precision and power.' Charles Doering, University of Michigan