TY  - BOOK
AU  - Sidney Redner
TI  - A guide to first passage processes
SN  - 9780521036917
AV  - QA274.2 
PY  - 2001///]
CY  - U.K.
PB  - Cambridge University Press
KW  - Physics and Astronomy
KW  - Applied Probability and Stochastic Networks
KW  - Statistics and Probability
N1  - 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 Nonfractal Networks 
6 - Systems with Spherical Symmetry 
7 - Wedge Domains
8 - Applications to Simple Reactions
N2  - 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 its interrelations with electrostatics and the resulting powerful consequences. The author begins with a presentation of fundamental theory including the connection between the occupation and first-passage probabilities of a random walk, and the connection to electrostatics and current flows in resistor networks. The consequences of this theory are then developed for simple, illustrative geometries including the finite and semi-infinite intervals, fractal networks, spherical geometries and the wedge. Various applications are presented including neuron dynamics, self-organized criticality, diffusion-limited aggregation, the dynamics of spin systems and the kinetics of diffusion-controlled reactions. First-passage processes provide an appealing way for graduate students and researchers in physics, chemistry, theoretical biology, electrical engineering, chemical engineering, operations research and finance to understand all of these systems. --- summary provided by publisher
ER  -