A martingale analysis of first passage times of time-dependent Wiener diffusion models

DOI10.1016/J.JMP.2016.10.001zbMath1396.91628arXiv1508.03373OpenAlexW2963961282WikidataQ39384497 ScholiaQ39384497MaRDI QIDQ2403025

Vaibhav Srivastava, Jonathan D. Cohen, Amitai Shenhav, Naomi Ehrich Leonard, Samuel F. Feng

Publication date: 15 September 2017

Published in: Journal of Mathematical Psychology (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1508.03373

zbMATH Keywords

decision makingWiener processfirst passage timepsychologyneurosciencemartingale analysismean decision timeWiener diffusion models

Mathematics Subject Classification ID

Decision theory (91B06) Diffusion processes (60J60) Cognitive psychology (91E10) Martingales and classical analysis (60G46) Applications of statistics to psychology (62P15)

Related Items (4)

A two-state neuronal model with alternating exponential excitation ⋮ Decision with multiple alternatives: geometric models in higher dimensions -- the cube model ⋮ Randomness accelerates the dynamic clearing process of the COVID-19 outbreaks in China ⋮ Audiovisual detection at different intensities and delays

Uses Software

• GitHub
• dm

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Fast and accurate calculations for first-passage times in Wiener diffusion models
• Even faster and even more accurate first-passage time densities and distributions for the Wiener diffusion model
• Comparing fixed and collapsing boundary versions of the diffusion model
• Multi-stage sequential sampling models with finite or infinite time horizon and variable boundaries
• Modeling event times with multiple outcomes using the Wiener process with drift
• Explicit moments of decision times for single- and double-threshold drift-diffusion processes
• A note on the distribution of response times for a random walk with Gaussian increments
• A note on modeling accumulation of information when the rate of accumulation changes over time
• A general nonstationary diffusion model for two-choice decision-making
• A sequential theory of psychological discrimination
• Double barrier hitting time distributions with applications to exotic options
• Simple matrix methods for analyzing diffusion models of choice probability, choice response time, and simple response time
• Stochastic dynamic models of response time and accuracy: A foundation primer
• CLOSED FORM FORMULAS FOR EXOTIC OPTIONS AND THEIR LIFETIME DISTRIBUTION
• Dynamical Analysis of Bayesian Inference Models for the Eriksen Task
• The Diffusion Decision Model: Theory and Data for Two-Choice Decision Tasks
• One-dimensional drift-diffusion between two absorbing boundaries: application to granular segregation
• Probability

This page was built for publication: A martingale analysis of first passage times of time-dependent Wiener diffusion models