A Guide to First-passage Processes Export

@book{Redner:2008, abstract = {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 modern 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. Examples discussed include neuron dynamics, self-organized criticality, kinetics of spin systems, and stochastic resonance.}, author = {Redner, Sidney}, citeulike-article-id = {3998876}, citeulike-linkout-0 = {http://www.amazon.ca/exec/obidos/redirect?tag=citeulike09-20&path=ASIN/0521036917}, citeulike-linkout-1 = {http://www.amazon.de/exec/obidos/redirect?tag=citeulike01-21&path=ASIN/0521036917}, citeulike-linkout-2 = {http://www.amazon.fr/exec/obidos/redirect?tag=citeulike06-21&path=ASIN/0521036917}, citeulike-linkout-3 = {http://www.amazon.jp/exec/obidos/ASIN/0521036917}, citeulike-linkout-4 = {http://www.amazon.co.uk/exec/obidos/ASIN/0521036917/citeulike00-21}, citeulike-linkout-5 = {http://www.amazon.com/exec/obidos/redirect?tag=citeulike07-20&path=ASIN/0521036917}, citeulike-linkout-6 = {http://www.worldcat.org/isbn/0521036917}, citeulike-linkout-7 = {http://books.google.com/books?vid=ISBN0521036917}, citeulike-linkout-8 = {http://www.amazon.com/gp/search?keywords=0521036917&index=books&linkCode=qs}, citeulike-linkout-9 = {http://www.librarything.com/isbn/0521036917}, day = {15}, edition = {1}, howpublished = {Paperback}, isbn = {0521036917}, keywords = {cabdyn, physics, statistics}, month = {May}, posted-at = {2009-02-03 04:22:53}, priority = {2}, publisher = {Cambridge University Press}, title = {A Guide to First-passage Processes}, url = {http://www.amazon.com/exec/obidos/redirect?tag=citeulike07-20&path=ASIN/0521036917}, year = {2007} }

TY - BOOK ID - Redner:2008 L3 - citeulike-article-id:3998876 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 modern 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. Examples discussed include neuron dynamics, self-organized criticality, kinetics of spin systems, and stochastic resonance. SN - 0521036917 TI - A Guide to First-passage Processes PB - Cambridge University Press KW - cabdyn KW - physics KW - statistics AU - Redner, Sidney PY - 2007/05/15/ UR - http://www.amazon.ca/exec/obidos/redirect?tag=citeulike09-20&path=ASIN/0521036917 ER -