Sidney Redner - Böcker

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.

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.

Aimed at graduate students, this book explores some of the core phenomena in non-equilibrium statistical physics. It focuses on the development and application of theoretical methods to help students develop their problem-solving skills. The book begins with microscopic transport processes: diffusion, collision-driven phenomena, and exclusion. It then presents the kinetics of aggregation, fragmentation and adsorption, where the basic phenomenology and solution techniques are emphasized. The following chapters cover kinetic spin systems, both from a discrete and a continuum perspective, the role of disorder in non-equilibrium processes, hysteresis from the non-equilibrium perspective, the kinetics of chemical reactions, and the properties of complex networks. The book contains 200 exercises to test students' understanding of the subject. A link to a website hosted by the authors, containing supplementary material including solutions to some of the exercises, can be found at www.cambridge.org/9780521851039.