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Semi-Markov processes are Markovian processes in which the firing time of the transitions is modelled by probabilistic distributions over positive reals interpreted as the probability of firing a transition at a certain moment in time. In…

Formal Languages and Automata Theory · Computer Science 2017-12-04 Mathias Ruggaard Pedersen , Nathanaël Fijalkow , Giorgio Bacci , Kim Guldstrand Larsen , Radu Mardare

The large deviations at Level 2.5 are applied to Markov processes with absorbing states in order to obtain the explicit extinction rate of metastable quasi-stationary states in terms of their empirical time-averaged density and of their…

Statistical Mechanics · Physics 2022-01-13 Cecile Monthus

The Semi-Markov property of Continuous Time Random Walks (CTRWs) and their limit processes is utilized, and the probability distributions of the bivariate Markov process $(X(t),V(t))$ are calculated: $X(t)$ is a CTRW limit and $V(t)$ a…

Statistical Mechanics · Physics 2016-07-20 G. Gill , P. Straka

The subject of this paper is a fragmentation equation with nonconservative solutions, some mass being lost to a dust of zero-mass particles as a consequence of an intensive splitting. Under some assumptions of regular variation on the…

Probability · Mathematics 2016-08-14 Bénédicte Haas

Recent years have seen significant progress in developing spiking neural networks (SNNs) as a potential solution to the energy challenges posed by conventional artificial neural networks (ANNs). However, our theoretical understanding of…

Machine Learning · Computer Science 2025-06-16 Duc Anh Nguyen , Ernesto Araya , Adalbert Fono , Gitta Kutyniok

We introduce an exactly integrable version of the well-known leaky integrate-and-fire (LIF) model, with continuous membrane potential at the spiking event, the c-LIF. We investigate the dynamical regimes of a fully connected network of…

Neurons and Cognition · Quantitative Biology 2021-06-02 Marco Stucchi , Fabrizio Pittorino , Matteo di Volo , Alessandro Vezzani , Raffaella Burioni

This report aims to characterise certain sojourn time distributions that naturally arise from semi-Markov models. To this end, it describes a family of discrete distributions that extend the geometric distribution for both finite and…

Methodology · Statistics 2022-06-23 Kelli Francis-Staite , Langford White

The long time behavior of an absorbed Markov process is well described by the limiting distribution of the process conditioned to not be killed when it is observed. Our aim is to give an approximation's method of this limit, when the…

Probability · Mathematics 2009-05-25 Denis Villemonais

We consider a discrete time semi-Markov process where the characteristics defining the process depend on a small perturbation parameter. It is assumed that the state space consists of one finite communicating class of states and, in…

Probability · Mathematics 2016-03-21 Mikael Petersson

In a specific class of open quantum systems with finite and fixed numbers of collapsed quantum states, the semi-Markov process method is used to calculate the large deviations of the first passage time statistics. The core formula is an…

Statistical Mechanics · Physics 2024-10-10 Fei Liu , Shihao Xia , Shanhe Su

The need to model a Markov renewal on-off process with multiple off-states arise in many applications such as economics, physics, and engineering. Characterization of the occupation time of one specific off-state marginally or two…

Probability · Mathematics 2019-10-01 Chaoran Hu , Vladimir Pozdnyakov , Jun Yan

We present and explore a general method for deriving a Lie-Markov model from a finite semigroup. If the degree of the semigroup is $k$, the resulting model is a continuous-time Markov chain on $k$ states and, as a consequence of the product…

Group Theory · Mathematics 2017-09-05 Jeremy G. Sumner , Michael D. Woodhams

We study the existence of densities for distributions of piecewise deterministic Markov processes. We also obtain relationships between invariant densities of the continuous time process and that of the process observed at jump times. In…

Probability · Mathematics 2020-06-03 Piotr Gwiżdż , Marta Tyran-Kamińska

In this paper we show a limit result for the reliability function of a system -- that is, the probability that the whole system is still operational after a certain given time -- when the number of components of the system grows to…

Probability · Mathematics 2025-01-09 Guido Lagos , Javiera Barrera , Pablo Romero , Juan Valencia

Artificial neural networks (ANNs) have been extensively used for the description of problems arising from biological systems and for constructing neuromorphic computing models. The third generation of ANNs, namely, spiking neural networks…

Neurons and Cognition · Quantitative Biology 2022-06-18 Thi Kim Thoa Thieu , Roderick Melnik

We derive the exact solution of a one-dimensional Markov functional model with log-normally distributed interest rates in discrete time. The model is shown to have two distinct limiting states, corresponding to small and asymptotically…

Computational Finance · Quantitative Finance 2015-05-19 Dan Pirjol

We consider a single Leaky integrate-and-fire neuron stimulated with Poisson process. We develop a method, which allows one to obtain the first passage time probability density function without any additional approximations.

Neurons and Cognition · Quantitative Biology 2016-07-25 K. Kravchuk

Leaky integrate-and-fire (LIF) networks are standard reduced models for spike-based neural dynamics and a natural substrate for neuromorphic computation. We study time-driven Euler--Maruyama simulation of current-based LIF networks with…

Numerical Analysis · Mathematics 2026-04-02 Xu'an Dou , Frank Chen , Kevin K Lin , Zhuo-Cheng Xiao

We develop a formalism to analyze the behaviour of pulse--coupled identical phase oscillators with a specific attention devoted to the onset of partial synchronization. The method, which allows describing the dynamics both at the…

Disordered Systems and Neural Networks · Physics 2007-05-23 P. K. Mohanty , Antonio Politi

We consider a leaky integrate-and-fire neuron with deterministic subthreshold dynamics and a firing threshold that evolves as an Ornstein-Uhlenbeck process. The formulation of this minimal model is motivated by the experimentally observed…

Neurons and Cognition · Quantitative Biology 2015-05-12 Wilhelm Braun , Paul C. Matthews , Rüdiger Thul