A guide to first passage processes:
Gespeichert in:
| Beteilige Person: | |
|---|---|
| Format: | Buch |
| Sprache: | Englisch |
| Veröffentlicht: |
Cambridge [u.a.]
Cambridge Univ. Press
2001
|
| Ausgabe: | 1. publ. |
| Schlagwörter: | |
| Links: | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=009534791&sequence=000003&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=009534791&sequence=000004&line_number=0002&func_code=DB_RECORDS&service_type=MEDIA |
| Umfang: | IX, 312 S. Ill., graph. Darst. |
| ISBN: | 0521652480 |
Internformat
MARC
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| 100 | 1 | |a Redner, Sidney |e Verfasser |4 aut | |
| 245 | 1 | 0 | |a A guide to first passage processes |c Sidney Redner |
| 250 | |a 1. publ. | ||
| 264 | 1 | |a Cambridge [u.a.] |b Cambridge Univ. Press |c 2001 | |
| 300 | |a IX, 312 S. |b Ill., graph. Darst. | ||
| 336 | |b txt |2 rdacontent | ||
| 337 | |b n |2 rdamedia | ||
| 338 | |b nc |2 rdacarrier | ||
| 650 | 7 | |a Processos estocasticos |2 larpcal | |
| 650 | 4 | |a Processus stochastiques | |
| 650 | 4 | |a Stochastic processes | |
| 650 | 0 | 7 | |a Stochastischer Prozess |0 (DE-588)4057630-9 |2 gnd |9 rswk-swf |
| 650 | 0 | 7 | |a Irrfahrtsproblem |0 (DE-588)4162442-7 |2 gnd |9 rswk-swf |
| 650 | 0 | 7 | |a Diffusionsprozess |0 (DE-588)4274463-5 |2 gnd |9 rswk-swf |
| 689 | 0 | 0 | |a Irrfahrtsproblem |0 (DE-588)4162442-7 |D s |
| 689 | 0 | 1 | |a Diffusionsprozess |0 (DE-588)4274463-5 |D s |
| 689 | 0 | 2 | |a Stochastischer Prozess |0 (DE-588)4057630-9 |D s |
| 689 | 0 | |8 1\p |5 DE-604 | |
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| 856 | 4 | 2 | |m Digitalisierung UB Passau - ADAM Catalogue Enrichment |q application/pdf |u http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=009534791&sequence=000004&line_number=0002&func_code=DB_RECORDS&service_type=MEDIA |3 Klappentext |
| 883 | 1 | |8 1\p |a cgwrk |d 20201028 |q DE-101 |u https://d-nb.info/provenance/plan#cgwrk | |
| 943 | 1 | |a oai:aleph.bib-bvb.de:BVB01-009534791 | |
Datensatz im Suchindex
| DE-BY-TUM_call_number | 0202 MAT 605f 2004 A 105 |
|---|---|
| DE-BY-TUM_katkey | 1474908 |
| DE-BY-TUM_location | 02 |
| DE-BY-TUM_media_number | 040020750289 |
| _version_ | 1821933830879051776 |
| adam_text | Contents
Preface
pa-ge
vii
1
First-Passage Fundamentals
1
1.1.
What Is a First-Passage Process?
1
1.2.
Connection between First-Passage and Occupation
Probabilities
5
1.3.
Probability Distribution of a One-Dimensional Random Walk
7
1.4.
Relation between Laplace Transforms and
Real-Time
Quantities
17
1.5.
Asymptotics of the First-Passage Probability
21
1.6.
Connection between First-Passage and Electrostatics
24
1.7.
Random Walks and Resistor Networks
33
1.8.
Epilogue
37
2
First Passage in an Interval
38
2.1.
Introduction
38
2.2.
Time-Dependent Formulation
40
2.3.
Time-Integrated Formulation
55
2.4.
Discrete-Space Random Walk
69
3
Semi-Infinite System
80
3.1.
The Basic Dichotomy
80
3.2.
Image Method
81
3.3.
Systematic Approach
93
3.4.
Discrete Random Walk
97
3.5.
Imperfect Absorption
106
3.6.
The Quasi-Static Approximation
113
4
Illustrations of First Passage in Simple Geometries
115
4.1.
First Passage in Real Systems
115
4.2.
Neuron Dynamics
117
vi
Contents
4.3.
Self-Organized
Criticality
120
4.4.
Kinetics of Spin Systems
131
4.5.
First Passage in Composite and Fluctuating Systems
139
4.6.
Interval with Spatially Variable
Diffusion
150
4.7.
The Expanding Cage
154
4.8.
The Moving Cliff
161
5
Fractal and
Nonfractal
Networks
168
5.1.
Beyond One Dimension
168
5.2.
CayleyTree
169
5.3.
Hierarchical Three-Tree
172
5
A. Comb Structures
181
5.5.
Hydrodynamic Transport
193
6
Systems with Spherical Symmetry
208
6.1.
Introduction
208
6.2.
First Passage between Concentric Spheres
208
6.3.
First Passage to a Sphere
214
6.4.
Time-Dependent First-Passage Properties
218
6.5.
Reaction-Rate Theory
223
7
Wedge Domains
234
7.1.
Why Study the Wedge?
234
7.2.
Two-Dimensional Wedge
235
7.3.
Three-Dimensional Cone
239
7.4.
Conformai
Transformations and Electrostatic Methods
241
7.5.
First-Passage Times
245
7.6.
Extension to Time-Dependent First-Passage Properties
250
8
Applications to Simple Reactions
252
8.1.
Reactions as First-Passage Processes
252
8.2.
Kinetics of the Trapping Reaction
254
8.3.
Reunions and Reactions of Three Diffusing Particles
262
8.4.
Diffusion-Controlled Reactions
272
8.5.
Ballistic Annihilation
288
References
295
Index
307
First-passage properties underlie a wide
range of*stochastic processes, such as
difrusion-limited growth, neuron firing,
and the triggering of stock: options. This
book provides a unified presentation of*
first-passage processes, which highlights
their interrelations with electrostatics
and the resulting powerful consequences.
The goal of this book: is to help those
with modest backgrounds learn
essential results quickly.
The author begins with a modern
presentation of fundamental theory
including the connection between the
occupation and first-passage probabili¬
ties ofa random walk: and the connec¬
tion to electrostatics and current flows in
resistor networks. The consequences of
this theory are then developed for
simple, illustrative geometries including
finite and semi-infinite intervals, fractal
networks,
spherical geometries, and
the wedge. Various applications are
presented including neuron dynamics,
self-organized criricality, stochastic reso¬
nance, difrusion-limited aggregation, the
dynamics of*spin systems, and the kinet¬
ics of difFusion-controlled reactions.
First-passage processes provide an
appealing way for graduate students and
researchers in physics, chemistry, theo¬
retical biology, electrical engineering,
chemical engineering, operations
research, and finance to understand
all of these systems.
|
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| author | Redner, Sidney |
| author_facet | Redner, Sidney |
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| classification_tum | MAT 605f |
| ctrlnum | (OCoLC)45505927 (DE-599)BVBBV013933326 |
| dewey-full | 519.2/3 |
| dewey-hundreds | 500 - Natural sciences and mathematics |
| dewey-ones | 519 - Probabilities and applied mathematics |
| dewey-raw | 519.2/3 |
| dewey-search | 519.2/3 |
| dewey-sort | 3519.2 13 |
| dewey-tens | 510 - Mathematics |
| discipline | Mathematik |
| edition | 1. publ. |
| format | Book |
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| id | DE-604.BV013933326 |
| illustrated | Illustrated |
| indexdate | 2024-12-20T10:56:08Z |
| institution | BVB |
| isbn | 0521652480 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-009534791 |
| oclc_num | 45505927 |
| open_access_boolean | |
| owner | DE-20 DE-91G DE-BY-TUM DE-739 |
| owner_facet | DE-20 DE-91G DE-BY-TUM DE-739 |
| physical | IX, 312 S. Ill., graph. Darst. |
| publishDate | 2001 |
| publishDateSearch | 2001 |
| publishDateSort | 2001 |
| publisher | Cambridge Univ. Press |
| record_format | marc |
| spellingShingle | Redner, Sidney A guide to first passage processes Processos estocasticos larpcal Processus stochastiques Stochastic processes Stochastischer Prozess (DE-588)4057630-9 gnd Irrfahrtsproblem (DE-588)4162442-7 gnd Diffusionsprozess (DE-588)4274463-5 gnd |
| subject_GND | (DE-588)4057630-9 (DE-588)4162442-7 (DE-588)4274463-5 |
| title | A guide to first passage processes |
| title_auth | A guide to first passage processes |
| title_exact_search | A guide to first passage processes |
| title_full | A guide to first passage processes Sidney Redner |
| title_fullStr | A guide to first passage processes Sidney Redner |
| title_full_unstemmed | A guide to first passage processes Sidney Redner |
| title_short | A guide to first passage processes |
| title_sort | a guide to first passage processes |
| topic | Processos estocasticos larpcal Processus stochastiques Stochastic processes Stochastischer Prozess (DE-588)4057630-9 gnd Irrfahrtsproblem (DE-588)4162442-7 gnd Diffusionsprozess (DE-588)4274463-5 gnd |
| topic_facet | Processos estocasticos Processus stochastiques Stochastic processes Stochastischer Prozess Irrfahrtsproblem Diffusionsprozess |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=009534791&sequence=000003&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=009534791&sequence=000004&line_number=0002&func_code=DB_RECORDS&service_type=MEDIA |
| work_keys_str_mv | AT rednersidney aguidetofirstpassageprocesses |
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