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

DOI10.1080/01969728108927683zbMath0513.60078OpenAlexW2022016404MaRDI QIDQ3658862

G. Cerbone, Laura Sacerdote, Luigi M. Ricciardi

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)

Related Items (10)

Delayed-exponential approximation of a linear homogeneous diffusion model of neuron ⋮ The effect of a random initial value in neural first-passage-time models ⋮ Diffusion approximation and first passage time problem for a model neuron. II. Outline of a computation method ⋮ Stochastic Integrate and Fire Models: A Review on Mathematical Methods and Their Applications ⋮ A Recursion Formula for the Moments of the First Passage Time of the Ornstein-Uhlenbeck Process ⋮ The Ornstein-Uhlenbeck neuronal model with signal-dependent noise ⋮ Two-compartment stochastic model of a neuron ⋮ A tame sequence of transitive Boolean functions ⋮ An improved technique for the simulation of first passage times for diffusion processes ⋮ Stochastic grey-box modeling of queueing systems: fitting birth-and-death processes to data

Cites Work

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• The Ornstein-Uhlenbeck process as a model for neuronal activity. I. Mean and variance of the firing time
• Diffusion approximation for a multi-input model neuron
• Solutions for a stochastic model of neuronal spike
• The Brownian movement and stochastic equations
• Some mean first-passage time approximations for the Ornstein-Uhlenbeck process
• Analysis of the exponential decay model of the neuron showing frequency threshold effects
• The minimum of a stationary Markov process superimposed on a U-shaped trend
• Diffusion approximation and first passage time problem for a model neuron
• Boundary-crossing probabilities for the Brownian motion and Poisson processes and techniques for computing the power of the Kolmogorov-Smirnov test
• On the numerical solution of Brownian motion processes
• Stochastic Problems in Physics and Astronomy
• On the Theory of the Brownian Motion II

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