Guide to First-Passage Processes by Sidney Redner
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Guide to First-Passage Processes
By Sidney Redner

A Guide to First-Passage Processes

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Format: Hardback

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Guide to First-Passage Processes by Sidney Redner

Book Description

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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Book Details

ISBN: 9780521652483
ISBN-10: 0521652480
Format: Hardback
(228mm x 152mm x 22mm)
Pages: 328
Imprint: Cambridge University Press
Publisher: Cambridge University Press
Publish Date: 6-Aug-2001
Country of Publication: United Kingdom

Other Editions...


Books By Author Sidney Redner

Kinetic View of Statistical Physics by Sidney Redner Kinetic View of Statistical Physics, Hardback (November 2010)

Aimed at graduate students, this book explores some of the core phenomena in non-equilibrium statistical physics.

Guide to First-passage Processes by Sidney Redner Guide to First-passage Processes, Paperback (May 2007)

The basic theory presented in a way which emphasizes intuition, problem-solving and the connections with other fields.

» View all books by Sidney Redner

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Author Biography - Sidney Redner

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.

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