A Guide to First-Passage Processes: A Second Look by Sidney Redner

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A Guide to First-Passage Processes: A Second Look by Sidney Redner

This second edition provides a comprehensive and unified presentation of the theory and applications of first-passage processes. It begins by developing the phenomenology from basic principles and illustrating it via the first-passage properties of the interval, the semi-infinite line, spherical geometries, unbounded domains, and bounded two-dimensional domains. Dedicated sections describe first-passage processes in many types of systems, including complete and nearly complete graphs, the Erdős-Renyi graph, the Cayley tree, and hierarchical networks. The new edition has been substantially revised and expanded to include new sections on the martingale method, heterogeneity, and other important concepts. A wide range of new applications are discussed, such as queueing, birth-death reactions, the Polya urn, resetting, chemoreception, search processes, and the 'hot hand' paradox. The book's accessible style makes it a valuable resource for researchers and students in statistical and mathematical physics, chemistry, engineering, and all other fields in which first-passage problems arise.
Sidney Redner is a professor at the Santa Fe Institute. He has worked extensively in non-equilibrium statistical physics and stochastics and has published more than 300 research articles in these areas. First-passage processes have played a large role in many of these publications. He is Fellow of the American Physical Society (APS) and received the 2021 Leo P. Kadanoff Prize from the APS. He co-authored the book A Kinetic View of Statistical Physics (Cambridge University Press, 2010).
SKU Unavailable
ISBN 13 9781108838825
Title A Guide to First-Passage Processes: A Second Look
Author Sidney Redner
Condition Unavailable
Binding Type Hardback
Publisher Cambridge University Press
Number of pages 391
Cover note Book picture is for illustrative purposes only, actual binding, cover or edition may vary.