A Guide to First-Passage Processes - download pdf or read online

By Sidney Redner

ISBN-10: 0521036917

ISBN-13: 9780521036917

ISBN-10: 0521652480

ISBN-13: 9780521652483

First-passage homes underlie a variety of stochastic techniques, similar to diffusion-limited development, neuron firing and the triggering of inventory innovations. This e-book offers a unified presentation of first-passage strategies, which highlights its interrelations with electrostatics and the ensuing strong outcomes. the writer starts with a presentation of basic idea together with the relationship among the profession and first-passage chances of a random stroll, and the relationship to electrostatics and present flows in resistor networks. the results of this thought are then constructed for easy, illustrative geometries together with the finite and semi-infinite periods, fractal networks, round geometries and the wedge. a variety of purposes are awarded together with neuron dynamics, self-organized criticality, diffusion-limited aggregation, the dynamics of spin platforms and the kinetics of diffusion-controlled reactions. First-passage tactics offer an beautiful approach for graduate scholars and researchers in physics, chemistry, theoretical biology, electric engineering, chemical engineering, operations learn and finance to appreciate all of those systems.

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A Guide to First-Passage Processes by Sidney Redner

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