First-Passage Phenomena and Their Applications

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