A Guide to First-Passage Processes Hardback - Hardcover

Redner

Hardcover

ISBN 10: 0521652480 ISBN 13: 9780521652483

Verlag: Cambridge University Press, 2001

Inhaltsangabe

First-passage properties underlie a wide range of stochastic processes, such as diffusion-controlled reactions, neuron firing and the triggering of stock options. The basic theory is outlined from a physics perspective which emphasizes the connections with other fields. The wide variety of applications will appeal to graduate students and researchers in physics, chemistry, theoretical biology, electrical engineering, chemical engineering, operations research and finance.

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Críticas:

'... this is unquestionably a valuable book, written at an accessible level for graduate students while providing a nice summary of the last century's - and notably the last two decades' - developments of these methods. I do not doubt that this will be a popular book; it fills a hole in the textbook/monograph literature that's needed filling for at least ten years. Moreover, the author's style is relaxed and crystal clear while maintaining mathematical precision and power.' Charles Doering, University of Michigan

'... to practitioners in the field of first-passage problems and to students entering the field ... I can recommend it strongly ... It is clearly written and the organisation and presentation of the material are excellent. It serves as a useful repository of standard and not-so-standard techniques which anyone working in the area of stochastic processes in general, and first-passage problems in particular, will want to have on their shelves.' Alan J. Bray, The Journal of Statistical Physics

'I found the author's style accessible and interesting.' Contemporary Physics

Biografía del autor:

Sid Redner is a condensed-matter theorist whose research focuses on non-equilibrium statistical physics and its applications. Dr Redner has been on the physics faculty at Boston University since 1978 and has been a full professor since 1989. He has published 230 research articles and is the author of A Kinetic View of Statistical Physics with P. L. Krapivsky and E. Ben-Naim (Cambridge University Press, 2010). Dr Redner is a Fellow of the American Physical Society and was a visiting scientist at Schlumberger Research in 1984–1985, the Ulam Scholar at Los Alamos National Laboratory in 2004–2005 and a visiting professor at the Universite Paul Sabatier (Toulouse) and Universite Pierre et Marie Curie (Paris) in 2008.

Über diese Auflage

• Verlag: Cambridge University Press
• Erscheinungsdatum: 2001
• ISBN 10: 0521652480
• ISBN 13: 9780521652483
• Einband: Tapa dura
• Anzahl der Seiten: 328