Detalles del libro
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.
Leer más - Autor/a Sidney (Boston University) Redner
- ISBN13 9780521652483
- ISBN10 0521652480
- Páginas 312
- Año de Edición 2001
- Fecha de publicación 06/08/2001
- Idioma Alemán, Francés
Reseñas y valoraciones
Guide to First-Passage Processes (Alemán, Francés)
- De
- Sidney (Boston University) Redner
- 9780521652483



