The Inverse First Passage time method for a two dimensional Ornstein Uhlenbeck process with neuronal application
A Civallero, C Zucca - arXiv preprint arXiv:1903.04927, 2019 - arxiv.org
A Civallero, C Zucca
arXiv preprint arXiv:1903.04927, 2019•arxiv.orgThe Inverse First Passage time problem seeks to determine the boundary corresponding to
a given stochastic process and a fixed first passage time distribution. Here, we determine the
numerical solution of this problem in the case of a two dimensional Gauss-Markov diffusion
process. We investigate the boundary shape corresponding to Inverse Gaussian or Gamma
first passage time distributions for different choices of the parameters, including heavy and
light tails instances. Applications in neuroscience framework are illustrated.
a given stochastic process and a fixed first passage time distribution. Here, we determine the
numerical solution of this problem in the case of a two dimensional Gauss-Markov diffusion
process. We investigate the boundary shape corresponding to Inverse Gaussian or Gamma
first passage time distributions for different choices of the parameters, including heavy and
light tails instances. Applications in neuroscience framework are illustrated.
The Inverse First Passage time problem seeks to determine the boundary corresponding to a given stochastic process and a fixed first passage time distribution. Here, we determine the numerical solution of this problem in the case of a two dimensional Gauss-Markov diffusion process. We investigate the boundary shape corresponding to Inverse Gaussian or Gamma first passage time distributions for different choices of the parameters, including heavy and light tails instances. Applications in neuroscience framework are illustrated.
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