First-passage Phenomena And Their Applications

First-passage Phenomena And Their Applications

ISBN-10:
9814590282
ISBN-13:
9789814590280
Pub. Date:
05/20/2014
Publisher:
World Scientific Publishing Company, Incorporated
ISBN-10:
9814590282
ISBN-13:
9789814590280
Pub. Date:
05/20/2014
Publisher:
World Scientific Publishing Company, Incorporated
First-passage Phenomena And Their Applications

First-passage Phenomena And Their Applications

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Overview

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.

Product Details

ISBN-13: 9789814590280
Publisher: World Scientific Publishing Company, Incorporated
Publication date: 05/20/2014
Pages: 608
Product dimensions: 6.00(w) x 9.00(h) x 1.31(d)

Table of Contents

Preface v

1 Arrival Statistics and Exploration Properties of Mortal Walkers S. B. Yuste E. Abad K. Lindenberg 1

2 First Passage of a Randomly Accelerated Particle T. W. Burkhardt 21

3 First Passage Problems in Anomalous Diffusion A. Rosso A. Zoia 45

4 First-Passage Times of Intermittent Random Walks O. Bénichou R. Voituriez 70

5 First-Passage Phenomena on Finite Inhomogeneous Networks E. Agliari D. Cassi 96

6 Effective Spectral Dimension in Scale-Free Networks S. Hwang D.-S. Lee B. Kahng 122

7 First-Passage Statistics for Random Walks in Bounded Domains R. Voituriez O. Bénichou 145

8 First Passage Behavior of Multi-Dimensional Fractional Brownian Motion and Application to Reaction Phenomena J.-H. Jeon A. V. Chechkin R. Metzler 175

9 Trajectory-to-Trajectory Fluctuations in First-Passage Phenomena in Bounded Domains T. G. Mattos C. Mejía-Monasterio R. Metzler G. Oskanin G. Schehr 203

10 Exact Record and Order Statistics of Random Walks via First-Passage Ideas G. Schehr S. N. Majumdar 226

11 First Passage in Conical Geometry and Ordering of Browuian Particles E. Ben-Naim P. L. Krapivsky 252

12 First Passage Time Problems in Biophysical Jump Processes with Fast Kinetics P. C. Bressloff J. M. Newby 277

13 First Passage Problems in Biology T. Chou M. R. D'Orsogna 306

14 The Effect of Detection Mechanisms on Spatial Search and Foraging D. Campos V. Méndez 346

15 Search in Random Media with Lévy Flights E. Gelenbe O. H. Abdelrahman 366

16 Exit Strategies: Visual Search and the Quitting Time Problem T. S. Horowitz 390

17 Statistical Physics of Evolutionary Trajectories on Fitness Landscapes M. Manhart A. V. Morozov 416

18 Some Applications of First-Passage Ideas to Finance R. Chieheportiche J.-P. Bouchaud 447

19 First-Passage and Extremes in Socio-Economic Systems J. Masoliver J. Perelló 477

20 Transport and the First Passage Time Problem with Application to Cold Atoms in Optical Traps E. Barkai D. A. Kessler 502

21 The Excursion Set Theory in Cosmology M. Maggiore A. Riotto 532

22 Self-Organized Escape Processes of Linear Chains in Nonlinear Potentials T. Gross D. Hennig L. Schimansky-Geier 554

23 Efficient Monte Carlo Methods for Simulating Diffusion-Reaction Processes in Complex Systems D. S. Grebenkov 571

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