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 ...
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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.
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Add this copy of A Guide to First-Passage Processes to cart. $87.50, like new condition, Sold by Fair Price Book Sales rated 2.0 out of 5 stars, ships from Fairhaven, MA, UNITED STATES, published 2001 by Cambridge University Press.
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Fine in fine dust jacket. Sewn binding. Cloth over boards. 328 p. Contains: Unspecified, Line drawings. Audience: General/trade. Near new condition. No markings in or on the book. Appears unread.
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Add this copy of A Guide to First-Passage Processes to cart. $151.81, good condition, Sold by HPB-Red rated 5.0 out of 5 stars, ships from Dallas, TX, UNITED STATES, published 2001 by Cambridge University Press.
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Add this copy of A Guide to First-Passage Processes to cart. $164.09, new condition, Sold by Booksplease rated 3.0 out of 5 stars, ships from Southport, MERSEYSIDE, UNITED KINGDOM, published 2001 by Cambridge University Press.
