First-Passage Phenomena and Their Applications
Nonfiction, Science & Nature, Science, Physics, Mathematical Physics, Mathematics, Applied
| Author: | Ralf Metzler, Gleb Oshanin, Sidney Redner | ISBN: | 9789814590303 |
| Publisher: | World Scientific Publishing Company | Publication: | March 21, 2014 |
| Imprint: | WSPC | Language: | English |
| Author: | Ralf Metzler, Gleb Oshanin, Sidney Redner |
| ISBN: | 9789814590303 |
| Publisher: | World Scientific Publishing Company |
| Publication: | March 21, 2014 |
| Imprint: | WSPC |
| Language: | English |
The book contains review articles on recent advances in first-passage phenomena and applications contributed by leading international experts. It is intended for graduate students and researchers who are interested in learning about this intriguing and important topic.
Contents:
- Arrival Statistics and Exploration Properties of Mortal Walkers (S B Yuste, E Abad and K Lindenberg)
- First Passage of a Randomly Accelerated Particle (T W Burkhardt)
- First Passage Problems in Anomalous Diffusion (A Rosso and A Zoia)
- First-Passage Times of Intermittent Random Walks (O Bénichou and R Voituriez)
- First-Passage Phenomena on Finite Inhomogeneous Networks (E Agliari and D Cassi)
- Effective Spectral Dimension in Scale-Free Networks (S Hwang, D-S Lee and B Kahng)
- First-Passage Statistics for Random Walks in Bounded Domains (R Voituriez and O Bénichou)
- First Passage Behavior of Multi-Dimensional Fractional Brownian Motion and Application to Reaction Phenomena (J-H Jeon, A V Chechkin and R Metzler)
- Trajectory-to-Trajectory Fluctuations in First-Passage Phenomena in Bounded Domains (T G Mattos, C Mejía-Monasterio, R Metzler, G Oshanin and G Schehr)
- Exact Record and Order Statists of Random Walk via First-Passage Ideas (G Schehr and S N Majumdar)
- First Passage in a Conical Geometry and Ordering of Brownian Particles (E Ben-Naim and P L Krapivsky)
- First Passage Time Problems in Biophysical Jump Processes with Fast Kinetics (P C Bressloff and J M Newby)
- First Passage Problems in Biology (T Chou and M R D'Orsogna)
- The Effect of Detection Mechanisms on Spatial Search and Foraging (D Campos and V Méndez)
- Search in Random Media with Lévy Flights (E Gelenbe and O H Abdelrahman)
- Exit Strategies: Visual Search and the Quitting Time Problem (T S Horowitz)
- Statistical Physics of Evolutionary Trajectories on Fitness Landscapes (M Manhart and A V Morozov)
- Some Applications of First-Passage Ideas to Finance (R Chicheportiche and J-P Bouchaud)
- First-Passage and Extremes in Socio-Economic Systems (J Masoliver and J Perelló)
- Transport and the First-Passage Time Problem with Application to Cold Atoms in Optical Traps (E Barkai and D A Kessler)
- The Excursion Set Theory in Cosmology (M Maggiore and A Riottoo)
- Self-Organized Escape Processes of Linear Chains in Nonlinear Potentials (T Gross, D Hennig and L Schimansky-Geier)
- Efficient Monte Carlo Methods for Simulating Diffusion-Reaction Processes in Complex Systems (D S Grebenkov)
Readership: Researchers in stochastic processes, statistical physics, and mathematical physics.
Key Features:
- Comprehensive update of the classical book by Sidney Redner
- Applications to wide-ranging and active fields of research
- Well-known authors in the field
The book contains review articles on recent advances in first-passage phenomena and applications contributed by leading international experts. It is intended for graduate students and researchers who are interested in learning about this intriguing and important topic.
Contents:
- Arrival Statistics and Exploration Properties of Mortal Walkers (S B Yuste, E Abad and K Lindenberg)
- First Passage of a Randomly Accelerated Particle (T W Burkhardt)
- First Passage Problems in Anomalous Diffusion (A Rosso and A Zoia)
- First-Passage Times of Intermittent Random Walks (O Bénichou and R Voituriez)
- First-Passage Phenomena on Finite Inhomogeneous Networks (E Agliari and D Cassi)
- Effective Spectral Dimension in Scale-Free Networks (S Hwang, D-S Lee and B Kahng)
- First-Passage Statistics for Random Walks in Bounded Domains (R Voituriez and O Bénichou)
- First Passage Behavior of Multi-Dimensional Fractional Brownian Motion and Application to Reaction Phenomena (J-H Jeon, A V Chechkin and R Metzler)
- Trajectory-to-Trajectory Fluctuations in First-Passage Phenomena in Bounded Domains (T G Mattos, C Mejía-Monasterio, R Metzler, G Oshanin and G Schehr)
- Exact Record and Order Statists of Random Walk via First-Passage Ideas (G Schehr and S N Majumdar)
- First Passage in a Conical Geometry and Ordering of Brownian Particles (E Ben-Naim and P L Krapivsky)
- First Passage Time Problems in Biophysical Jump Processes with Fast Kinetics (P C Bressloff and J M Newby)
- First Passage Problems in Biology (T Chou and M R D'Orsogna)
- The Effect of Detection Mechanisms on Spatial Search and Foraging (D Campos and V Méndez)
- Search in Random Media with Lévy Flights (E Gelenbe and O H Abdelrahman)
- Exit Strategies: Visual Search and the Quitting Time Problem (T S Horowitz)
- Statistical Physics of Evolutionary Trajectories on Fitness Landscapes (M Manhart and A V Morozov)
- Some Applications of First-Passage Ideas to Finance (R Chicheportiche and J-P Bouchaud)
- First-Passage and Extremes in Socio-Economic Systems (J Masoliver and J Perelló)
- Transport and the First-Passage Time Problem with Application to Cold Atoms in Optical Traps (E Barkai and D A Kessler)
- The Excursion Set Theory in Cosmology (M Maggiore and A Riottoo)
- Self-Organized Escape Processes of Linear Chains in Nonlinear Potentials (T Gross, D Hennig and L Schimansky-Geier)
- Efficient Monte Carlo Methods for Simulating Diffusion-Reaction Processes in Complex Systems (D S Grebenkov)
Readership: Researchers in stochastic processes, statistical physics, and mathematical physics.
Key Features:
- Comprehensive update of the classical book by Sidney Redner
- Applications to wide-ranging and active fields of research
- Well-known authors in the field
