A Guide to First-Passage Processes Kindle Ó Guide to

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 powerful consequences The author begins with a modern 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 Examples discussed include neuron dynamics, self organized criticality, kinetics of spin systems, and stochastic resonance



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