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A Guide to First-Passage Processes

Sidney Redner




[PDF.pd77] A Guide to First-Passage Processes

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 | #1525400 in eBooks |  2001-08-06 |  2001-08-06 | File type: PDF

||2 of 3 people found the following review helpful.| an engaging survey of first-passage processes|By T. Hogg|An engaging survey of first passage time processes, highlighting interesting consequences, such as the nonmonotonic behavior of stochastic resonance and the application of first-passage methods to efficient simulation of diffusion-limited aggregation. The book assumes familiarity with diffusion, generating functions, Lapl| |"...original and refreshing..." Journal of Mathematical Pyschology

"This is the first book entirely devoted to first-passage processes... Well designed and typeset, [it] is written in an easy-to-read style with a generous assortment of clearly dra

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...

You can specify the type of files you want, for your device.A Guide to First-Passage Processes   |  Sidney Redner. I really enjoyed this book and have already told so many people about it!

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