A guide to first-passage processes Sidney Redner

By:

Redner, Sidney

Material type: Text

TextPublication details: UK, Cambridge : Cambridge University Press, 2001.Description: ix, 312 pages : illustrations ; 24 cmISBN:

9780521036917

Subject(s):

Stochastic processes

DDC classification:

519.23 RED

Contents:

1. First passage fundamentals 2. First passage in an interval 3. Semi-infinite system 4. Illustrations of first passage in simple geometries 5. Fractal and non-fractal networks 6. Systems with spherical symmetry 7. Wedge domains 8. Application to simple reactions.

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 their interrelations with electrostatics and the resulting powerful consequences. The goal of this book is to help whose with modest backgrounds learn essential results quickly.

List(s) this item appears in: New Arrivals August 2022

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Holdings
Item type	Current library	Collection	Call number	Status	Date due	Barcode
Books	IIITDM Kurnool General Stacks	Non-fiction	519.23 RED (Browse shelf(Opens below))	Available		0004758
Books	IIITDM Kurnool General Stacks	Non-fiction	519.23 RED (Browse shelf(Opens below))	Available		0004759

1. First passage fundamentals
2. First passage in an interval
3. Semi-infinite system
4. Illustrations of first passage in simple geometries
5. Fractal and non-fractal networks
6. Systems with spherical symmetry
7. Wedge domains
8. Application to simple reactions.

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 their interrelations with electrostatics and the resulting powerful consequences. The goal of this book is to help whose with modest backgrounds learn essential results quickly.

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