On the First Passage Time Probability Problem
From MaRDI portal
Publication:5810489
DOI10.1103/PhysRev.81.617zbMath0045.28504WikidataQ99980157 ScholiaQ99980157MaRDI QIDQ5810489
Publication date: 1951
Published in: Physical Review (Search for Journal in Brave)
Related Items
The first-passage area of Ornstein-Uhlenbeck process revisited, FIRST PASSAGE TIME PROBLEMS AND SOME RELATED COMPUTATIONAL METHODS, Minimal Models of Adapted Neuronal Response to In Vivo–Like Input Currents, Improved lower bound for the mutual information between signal and neural spike count, Properties of the telegrapher's random process with or without a trap, How does transient signaling input affect the spike timing of postsynaptic neuron near the threshold regime: an analytical study, Dynamics of spontaneous activity in random networks with multiple neuron subtypes and synaptic noise, spontaneous activity in networks with synaptic noise, A review of the integrate-and-fire neuron model: I. Homogeneous synaptic input, Extreme value statistics of ergodic Markov processes from first passage times in the large deviation limit, First passage statistics of active random walks on one and two dimensional lattices, Age representation of Lévy walks: partial density waves, relaxation and first passage time statistics, Diffusion approximation and first-passage-time problem for a model neuron. III: A birth-and-death process approach, Moments of the first passage time under external driving, Exit times for a class of piecewise exponential Markov processes with two-sided jumps, Some results on first passage times in one dimensional random walks, Fluctuation scaling in neural spike trains, The Jacobi diffusion process as a neuronal model, Delayed-exponential approximation of a linear homogeneous diffusion model of neuron, A study of first passage times and their control†, Comment on ``On a stopped functional for a bidimensional process by C. Makasu, EVALUATION OF FIRST PASSAGE TIME DENSITIES FOR DIFFUSION PROCESSE, Mean Instantaneous Firing Frequency Is Always Higher Than the Firing Rate, First-passage time statistics of Markov gamma processes, Stochastic Integrate and Fire Models: A Review on Mathematical Methods and Their Applications, Spike-Timing-Dependent Plasticity: The Relationship to Rate-Based Learning for Models with Weight Dynamics Determined by a Stable Fixed Point, Analytical survival analysis of the Ornstein-Uhlenbeck process, The Ornstein-Uhlenbeck process as a model for neuronal activity. I. Mean and variance of the firing time, A cumulant approach for the first-passage-time problem of the Feller square-root process, Stochastic bang-bang controls that maximize the expectation of first passage time†, Gaussian-Markov Processes and a Boundary Value Problem, Random process theory approach to geometric heterogeneous surfaces: effective fluid-solid interaction, Diffusion approximation and first passage time problem for a model neuron, Maximally Reliable Markov Chains Under Energy Constraints, A Recursion Formula for the Moments of the First Passage Time of the Ornstein-Uhlenbeck Process, First passage time and extremum properties of Markov and independent processes, A continuous-time Ehrenfest model with catastrophes and its jump-diffusion approximation, Extreme event statistics in a map with singularity, Study of Brownian functionals for a Brownian process model of snow melt dynamics with purely time dependent drift and diffusion, Approximating the first passage time density from data using generalized Laguerre polynomials, First-passage time statistics for non-linear diffusion, Service level robustness in stochastic production planning under random machine breakdowns, Reliability analysis of the uncertain fractional‐order dynamic system with state constraint, The first passage time problem for Gauss-diffusion processes: algorithmic approaches and applications to LIF neuronal model, Exit Times and Poisson Kernels of the Ornstein–Uhlenbeck Diffusion, 1D tight-binding models render quantum first passage time ``speakable, Exploring the state of a stochastic system via stochastic simulations: an interesting inversion problem and the health state function, Exact analytical results for integrate-and-fire neurons driven by excitatory shot noise, A fast algorithm for the first-passage times of Gauss-Markov processes with Hölder continuous boundaries, Spontaneous Slow Oscillations and Sequential Patterns Due to Short-Term Plasticity in a Model of the Cortex, A Transition to Sharp Timing in Stochastic Leaky Integrate-and-Fire Neurons Driven by Frozen Noisy Input, On integral equations arising in the first-passage problem for Brownian motion, The first exit time stochastic theory applied to estimate the life-time of a complicated system, On some properties of stochastic information processes in neurons and neuron populations, A stochastic process discretization method combing active learning Kriging model for efficient time-variant reliability analysis, A Haar-like construction for the Ornstein Uhlenbeck process, Representations of the First Hitting Time Density of an Ornstein-Uhlenbeck Process1, Development, Simulation, and Application of First-Exit-Time Densities to Life Table Data, Moments of the first passage time of one-dimensional diffusion with two-sided barriers, First passage time distribution in an oscillating field, A phase transition in the first passage of a Brownian process through a fluctuating boundary with implications for neural coding, Estimation in Discretely Observed Diffusions Killed at a Threshold, Non-Filippov dynamics arising from the smoothing of nonsmooth systems, and its robustness to noise, The Ornstein-Uhlenbeck neuronal model with signal-dependent noise, On the densities of certain bounded diffusion processes, Telegraph processes with random velocities, On the first-passage time for envelope crossing for a linear oscillator, Joint continuity of the local times of Markov processes, Mixed-mode oscillations in a stochastic, piecewise-linear system, Spike-Frequency Adapting Neural Ensembles: Beyond Mean Adaptation and Renewal Theories, Closed-form solutions for the probability distribution of time-variant maximal value processes for some classes of Markov processes, Simulation of sample paths for Gauss-Markov processes in the presence of a reflecting boundary, Spiking Neurons and the First Passage Problem, How Sample Paths of Leaky Integrate-and-Fire Models Are Influenced by the Presence of a Firing Threshold, A review of the methods for signal estimation in stochastic diffusion leaky integrate-and-fire neuronal models, On the windings of complex-valued Ornstein–Uhlenbeck processes driven by a Brownian motion and by a stable process, Non-probabilistic convex model process: a new method of time-variant uncertainty analysis and its application to structural dynamic reliability problems, The one-dimensional asymmetric persistent random walk, Growth with regulation in fluctuating environments. I. Alternative logistic-like diffusion models, Growth with regulation in fluctuating environments. II. Intrinsic lower bounds to population size, On Transition and First Hitting Time Densities and Moments of the Ornstein–Uhlenbeck Process, On the first positive and negative excursion exceeding a given length, Estimation of the Gauss-Markov process from observation of its sign, Profit optimization for cattle growing in a randomly fluctuating environment, On the extra factor \(\sqrt{\pi}/2\) in the Kramers approximation, Explicit asymptotics on first passage times of diffusion processes, Interlacing relaxation and first-passage phenomena in reversible discrete and continuous space Markovian dynamics, Integrate-and-fire neurons driven by asymmetric dichotomous noise, Growth with regulation in random environment, The moving-eigenvalue method: hitting time for Itô processes and moving boundaries, Improved Simulation Techniques for First Exit Time of Neural Diffusion Models, Statistics of the first passage area functional for an Ornstein–Uhlenbeck process, Mean first passage time and absorption probabilities of a Lévy flier on a finite interval: discrete space and continuous limit via Fock space approach
Cites Work
