Sidney Redner's A Guide to First-Passage Processes PDF

By Sidney Redner

First-passage homes underlie quite a lot of stochastic strategies, akin to diffusion-limited progress, neuron firing and the triggering of inventory suggestions. This e-book offers a unified presentation of first-passage strategies, which highlights its interrelations with electrostatics and the ensuing robust results. the writer starts off with a presentation of primary conception together with the relationship among the profession and first-passage possibilities of a random stroll, and the relationship to electrostatics and present flows in resistor networks. the implications of this thought are then constructed for easy, illustrative geometries together with the finite and semi-infinite durations, fractal networks, round geometries and the wedge. quite a few functions are offered together with neuron dynamics, self-organized criticality, diffusion-limited aggregation, the dynamics of spin platforms and the kinetics of diffusion-controlled reactions. First-passage techniques offer an beautiful approach for graduate scholars and researchers in physics, chemistry, theoretical biology, electric engineering, chemical engineering, operations study 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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