A guide to first-passage processes:
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...
Saved in:
| Main Author: | |
|---|---|
| Format: | Electronic eBook |
| Language: | English |
| Published: |
Cambridge
Cambridge University Press
2001
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| Subjects: | |
| Online Access: | BSB01 FHN01 UER01 Volltext |
| Summary: | 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 |
| Item Description: | Title from publisher's bibliographic system (viewed on 05 Oct 2015) |
| Physical Description: | 1 online resource (ix, 312 pages) |
| ISBN: | 9780511606014 |
| DOI: | 10.1017/CBO9780511606014 |
Staff View
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| id | DE-604.BV043943128 |
| illustrated | Not Illustrated |
| indexdate | 2024-07-10T07:39:19Z |
| institution | BVB |
| isbn | 9780511606014 |
| language | English |
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| physical | 1 online resource (ix, 312 pages) |
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| publishDate | 2001 |
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| publisher | Cambridge University Press |
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| spelling | Redner, Sidney 1951- Verfasser (DE-588)143513796 aut A guide to first-passage processes Sidney Redner, Boston University Cambridge Cambridge University Press 2001 1 online resource (ix, 312 pages) txt rdacontent c rdamedia cr rdacarrier Title from publisher's bibliographic system (viewed on 05 Oct 2015) 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 Stochastic processes Irrfahrtsproblem (DE-588)4162442-7 gnd rswk-swf Stochastischer Prozess (DE-588)4057630-9 gnd rswk-swf Diffusionsprozess (DE-588)4274463-5 gnd rswk-swf Irrfahrtsproblem (DE-588)4162442-7 s Diffusionsprozess (DE-588)4274463-5 s Stochastischer Prozess (DE-588)4057630-9 s 1\p DE-604 Erscheint auch als Druck-Ausgabe, Hardcover 978-0-521-65248-3 Erscheint auch als Druck-Ausgabe, Paperback 978-0-521-03691-7 https://doi.org/10.1017/CBO9780511606014 Verlag URL des Erstveröffentlichers Volltext 1\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk |
| spellingShingle | Redner, Sidney 1951- A guide to first-passage processes Stochastic processes Irrfahrtsproblem (DE-588)4162442-7 gnd Stochastischer Prozess (DE-588)4057630-9 gnd Diffusionsprozess (DE-588)4274463-5 gnd |
| subject_GND | (DE-588)4162442-7 (DE-588)4057630-9 (DE-588)4274463-5 |
| title | A guide to first-passage processes |
| title_auth | A guide to first-passage processes |
| title_exact_search | A guide to first-passage processes |
| title_full | A guide to first-passage processes Sidney Redner, Boston University |
| title_fullStr | A guide to first-passage processes Sidney Redner, Boston University |
| title_full_unstemmed | A guide to first-passage processes Sidney Redner, Boston University |
| title_short | A guide to first-passage processes |
| title_sort | a guide to first passage processes |
| topic | Stochastic processes Irrfahrtsproblem (DE-588)4162442-7 gnd Stochastischer Prozess (DE-588)4057630-9 gnd Diffusionsprozess (DE-588)4274463-5 gnd |
| topic_facet | Stochastic processes Irrfahrtsproblem Stochastischer Prozess Diffusionsprozess |
| url | https://doi.org/10.1017/CBO9780511606014 |
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