Redner, Sidney,

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.

9780521036917


Stochastic processes

519.23 / RED