Random Processes: First-passage And Escape

Download or read book Random Processes: First-passage And Escape written by Jaume Masoliver and published by World Scientific. This book was released on 2018-06-27 with total page 389 pages. Available in PDF, EPUB and Kindle. Book excerpt: Random processes are one of the most powerful tools in the study and understanding of countless phenomena in natural and social sciences.The book is a complete medium-level introduction to the subject. The book is written in a clear and pedagogical manner but with enough rigor and scope that can appeal to both students and researchers.This book is addressed to advanced students and professional researchers in many branches of science where level crossings and extremes appear but with some particular emphasis on some applications in socio-economic systems.