MEAN VARIANCE AND SKEWNESS OF THE FIRST PASSAGE TIME FOR THE ORNSTEIN-UHLENBECK PROCESS

DOI10.1080/01969728108927683MaRDI QIDQ3658862zbMATH OpenOpenAlexFDO

Authors G. Cerbone, L. M. Ricciardi, Laura Sacerdote

Publication date 1981

Published in Cybernetics and Systems (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/01969728108927683

zbMATH Keywords

Ornstein-Uhlenbeck processfirst passage time distribution

Mathematics Subject Classification ID

Diffusion processes (60J60) Statistical tables (62Q05)

Cites work

• scientific article; zbMATH DE number 3555160 (Why is no real title available?)
• Analysis of the exponential decay model of the neuron showing frequency threshold effects
• Boundary-crossing probabilities for the Brownian motion and Poisson processes and techniques for computing the power of the Kolmogorov-Smirnov test
• Diffusion approximation and first passage time problem for a model neuron
• Diffusion approximation for a multi-input model neuron
• On the Theory of the Brownian Motion II
• On the numerical solution of Brownian motion processes
• Solutions for a stochastic model of neuronal spike
• Some mean first-passage time approximations for the Ornstein-Uhlenbeck process
• Stochastic Problems in Physics and Astronomy
• The Brownian movement and stochastic equations
• The Ornstein-Uhlenbeck process as a model for neuronal activity. I. Mean and variance of the firing time
• The minimum of a stationary Markov process superimposed on a U-shaped trend

Cited in

(10)

• Two-compartment stochastic model of a neuron
• Stochastic grey-box modeling of queueing systems: fitting birth-and-death processes to data
• Delayed-exponential approximation of a linear homogeneous diffusion model of neuron
• A recursion formula for the moments of the first passage time of the Ornstein-Uhlenbeck process
• Diffusion approximation and first passage time problem for a model neuron. II. Outline of a computation method
• The effect of a random initial value in neural first-passage-time models
• An improved technique for the simulation of first passage times for diffusion processes
• Stochastic integrate and fire models: a review on mathematical methods and their applications
• A tame sequence of transitive Boolean functions
• The Ornstein-Uhlenbeck neuronal model with signal-dependent noise

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