A guide to first-passage processes:
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...
Gespeichert in:
| Beteilige Person: | |
|---|---|
| Format: | E-Book |
| Sprache: | Englisch |
| Veröffentlicht: |
Cambridge
Cambridge University Press
2001
|
| Links: | https://doi.org/10.1017/CBO9780511606014 |
| Zusammenfassung: | 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. |
| Umfang: | 1 Online-Ressource (ix, 312 Seiten) |
| ISBN: | 9780511606014 |
Internformat
MARC
| LEADER | 00000nam a2200000 i 4500 | ||
|---|---|---|---|
| 001 | ZDB-20-CTM-CR9780511606014 | ||
| 003 | UkCbUP | ||
| 005 | 20151005020622.0 | ||
| 006 | m|||||o||d|||||||| | ||
| 007 | cr|||||||||||| | ||
| 008 | 090910s2001||||enk o ||1 0|eng|d | ||
| 020 | |a 9780511606014 | ||
| 100 | 1 | |a Redner, Sidney |d 1951- | |
| 245 | 1 | 2 | |a A guide to first-passage processes |c Sidney Redner |
| 264 | 1 | |a Cambridge |b Cambridge University Press |c 2001 | |
| 300 | |a 1 Online-Ressource (ix, 312 Seiten) | ||
| 336 | |b txt | ||
| 337 | |b c | ||
| 338 | |b cr | ||
| 520 | |a 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. | ||
| 776 | 0 | 8 | |i Erscheint auch als |n Druck-Ausgabe |z 9780521036917 |
| 776 | 0 | 8 | |i Erscheint auch als |n Druck-Ausgabe |z 9780521652483 |
| 966 | 4 | 0 | |l DE-91 |p ZDB-20-CTM |q TUM_PDA_CTM |u https://doi.org/10.1017/CBO9780511606014 |3 Volltext |
| 912 | |a ZDB-20-CTM | ||
| 912 | |a ZDB-20-CTM | ||
| 049 | |a DE-91 | ||
Datensatz im Suchindex
| DE-BY-TUM_katkey | ZDB-20-CTM-CR9780511606014 |
|---|---|
| _version_ | 1825574051335110657 |
| adam_text | |
| any_adam_object | |
| author | Redner, Sidney 1951- |
| author_facet | Redner, Sidney 1951- |
| author_role | |
| author_sort | Redner, Sidney 1951- |
| author_variant | s r sr |
| building | Verbundindex |
| bvnumber | localTUM |
| collection | ZDB-20-CTM |
| format | eBook |
| fullrecord | <?xml version="1.0" encoding="UTF-8"?><collection xmlns="http://www.loc.gov/MARC21/slim"><record><leader>01943nam a2200253 i 4500</leader><controlfield tag="001">ZDB-20-CTM-CR9780511606014</controlfield><controlfield tag="003">UkCbUP</controlfield><controlfield tag="005">20151005020622.0</controlfield><controlfield tag="006">m|||||o||d||||||||</controlfield><controlfield tag="007">cr||||||||||||</controlfield><controlfield tag="008">090910s2001||||enk o ||1 0|eng|d</controlfield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">9780511606014</subfield></datafield><datafield tag="100" ind1="1" ind2=" "><subfield code="a">Redner, Sidney</subfield><subfield code="d">1951-</subfield></datafield><datafield tag="245" ind1="1" ind2="2"><subfield code="a">A guide to first-passage processes</subfield><subfield code="c">Sidney Redner</subfield></datafield><datafield tag="264" ind1=" " ind2="1"><subfield code="a">Cambridge</subfield><subfield code="b">Cambridge University Press</subfield><subfield code="c">2001</subfield></datafield><datafield tag="300" ind1=" " ind2=" "><subfield code="a">1 Online-Ressource (ix, 312 Seiten)</subfield></datafield><datafield tag="336" ind1=" " ind2=" "><subfield code="b">txt</subfield></datafield><datafield tag="337" ind1=" " ind2=" "><subfield code="b">c</subfield></datafield><datafield tag="338" ind1=" " ind2=" "><subfield code="b">cr</subfield></datafield><datafield tag="520" ind1=" " ind2=" "><subfield code="a">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.</subfield></datafield><datafield tag="776" ind1="0" ind2="8"><subfield code="i">Erscheint auch als</subfield><subfield code="n">Druck-Ausgabe</subfield><subfield code="z">9780521036917</subfield></datafield><datafield tag="776" ind1="0" ind2="8"><subfield code="i">Erscheint auch als</subfield><subfield code="n">Druck-Ausgabe</subfield><subfield code="z">9780521652483</subfield></datafield><datafield tag="966" ind1="4" ind2="0"><subfield code="l">DE-91</subfield><subfield code="p">ZDB-20-CTM</subfield><subfield code="q">TUM_PDA_CTM</subfield><subfield code="u">https://doi.org/10.1017/CBO9780511606014</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">ZDB-20-CTM</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">ZDB-20-CTM</subfield></datafield><datafield tag="049" ind1=" " ind2=" "><subfield code="a">DE-91</subfield></datafield></record></collection> |
| id | ZDB-20-CTM-CR9780511606014 |
| illustrated | Not Illustrated |
| indexdate | 2025-03-03T11:58:05Z |
| institution | BVB |
| isbn | 9780511606014 |
| language | English |
| open_access_boolean | |
| owner | DE-91 DE-BY-TUM |
| owner_facet | DE-91 DE-BY-TUM |
| physical | 1 Online-Ressource (ix, 312 Seiten) |
| psigel | ZDB-20-CTM TUM_PDA_CTM ZDB-20-CTM |
| publishDate | 2001 |
| publishDateSearch | 2001 |
| publishDateSort | 2001 |
| publisher | Cambridge University Press |
| record_format | marc |
| spelling | Redner, Sidney 1951- A guide to first-passage processes Sidney Redner Cambridge Cambridge University Press 2001 1 Online-Ressource (ix, 312 Seiten) txt c cr 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. Erscheint auch als Druck-Ausgabe 9780521036917 Erscheint auch als Druck-Ausgabe 9780521652483 |
| spellingShingle | Redner, Sidney 1951- A guide to first-passage processes |
| 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 | guide to first passage processes |
| work_keys_str_mv | AT rednersidney aguidetofirstpassageprocesses AT rednersidney guidetofirstpassageprocesses |