First Passage Phenomena and Their Applications

Author: Ralf Metzler
Publisher: World Scientific
ISBN: 9814590304
Format: PDF, Kindle
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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 RednerApplications to wide-ranging and active fields of researchWell-known authors in the fieldKeywords:First Passage;Stochastic Processes;Diffusion;Biophysics;Non-Equilibrium Statistical Mechanics;Complex Systems;Econophysics

Statistical Thermodynamics and Stochastic Theory of Nonequilibrium Systems

Author: Werner Ebeling
Publisher: World Scientific
ISBN: 9810213824
Format: PDF, ePub, Mobi
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This book presents both the fundamentals and the major research topics in statistical physics of systems out of equilibrium. It summarizes different approaches to describe such systems on the thermodynamic and stochastic levels, and discusses a variety of areas including reactions, anomalous kinetics, and the behavior of self-propelling particles.

A Guide to First Passage Processes

Author: Sidney Redner
Publisher: Cambridge University Press
ISBN: 0521652480
Format: PDF
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The basic theory presented in a way which emphasizes intuition, problem-solving and the connections with other fields.

Stochastic Processes in Physics and Chemistry

Author: N.G. Van Kampen
Publisher: Elsevier
ISBN: 9780080475363
Format: PDF, ePub, Docs
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The third edition of Van Kampen's standard work has been revised and updated. The main difference with the second edition is that the contrived application of the quantum master equation in section 6 of chapter XVII has been replaced with a satisfactory treatment of quantum fluctuations. Apart from that throughout the text corrections have been made and a number of references to later developments have been included. From the recent textbooks the following are the most relevant. C.W.Gardiner, Quantum Optics (Springer, Berlin 1991) D.T. Gillespie, Markov Processes (Academic Press, San Diego 1992) W.T. Coffey, Yu.P.Kalmykov, and J.T.Waldron, The Langevin Equation (2nd edition, World Scientific, 2004) * Comprehensive coverage of fluctuations and stochastic methods for describing them * A must for students and researchers in applied mathematics, physics and physical chemistry

Theory and Applications of Stochastic Processes

Author: Zeev Schuss
Publisher: Springer Science & Business Media
ISBN: 1441916059
Format: PDF, ePub, Mobi
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Stochastic processes and diffusion theory are the mathematical underpinnings of many scientific disciplines, including statistical physics, physical chemistry, molecular biophysics, communications theory and many more. Many books, reviews and research articles have been published on this topic, from the purely mathematical to the most practical. This book offers an analytical approach to stochastic processes that are most common in the physical and life sciences, as well as in optimal control and in the theory of filltering of signals from noisy measurements. Its aim is to make probability theory in function space readily accessible to scientists trained in the traditional methods of applied mathematics, such as integral, ordinary, and partial differential equations and asymptotic methods, rather than in probability and measure theory.

Modeling random processes for engineers and managers

Author: James J. Solberg
Publisher: Wiley
ISBN:
Format: PDF, Docs
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By reducing mathematical detail and focusing on real-world applications, this book provides engineers with an easy-to-understand overview of stochastic modeling. An entire chapter is included on how to set up the problem, and then another complete chapter presents examples of applications before doing any math. A previously unpublished computational method for solving equations related to Markov processes is added. The book shows how to add costs or revenues to the basic probability structures without much additional effort. In addition, numerous examples are included that show how the theory can be used. Engineers will also find explanations on how to formulate word problems into the models that the math worked on.