A guide to first-passage processes
Sidney Redner
- UK, Cambridge : Cambridge University Press, 2001.
- ix, 312 pages : illustrations ; 24 cm
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.