相关论文: On the exit time from open sets of some semi-Marko…
We present an approximate analytical expression for the escape rate of time-dependent driven stochastic processes with an absorbing boundary such as the driven leaky integrate-and-fire model for neural spiking. The novel approximation is…
Analytical expressions are put forward to investigate the forced spiking activity of abstract neuron models such as the driven leaky integrate-and-fire (LIF) model. The method is valid in a wide parameter regime beyond the restraining…
We consider the first exit time of a nonnegative Harris-recurrent Markov process from the interval $[0,A]$ as $A\to\infty$. We provide an alternative method of proof of asymptotic exponentiality of the first exit time (suitably…
In this paper we study the mean of the first exit time from a bounded interval of various L\'evy processes. We establish sharp two-sided estimates of the mean for L\'evy processes under certain condition on their characteristic exponents.…
We investigate leaky integrate-and-fire models (LIF models for short) driven by Stepanov and $\mu$-almost periodic functions. Special attention is paid to the properties of a firing map and its displacement, which give information about the…
We compute the firing rate of a leaky integrate-and-fire (LIF) neuron with stochastic conductance-based inputs in the limit when synaptic decay times are much shorter than the membrane time constant. A comparison of our analytical results…
We consider almost upper semi-continuous processes defined on a finite Markov chain. The distributions of the functionals associated with the exit from a finite interval are studied. We also consider some modification of these processes.
In this paper, we consider semi-Markov processes whose transition times and transition probabilities depend on a small parameter $\varepsilon$. Understanding the asymptotic behavior of such processes is needed in order to study the…
A semi-Markov process is one that changes states in accordance with a Markov chain but takes a random amount of time between changes. We consider the generalisation to semi-Markov processes of the classical Lamperti law for the occupation…
One of the most important challenges in mathematical neuroscience is to properly illustrate the stochastic nature of neurons. Among different approaches, the noisy leaky integrate-and-fire and the escape rate models are probably the most…
We consider a Markovian jumping process with two absorbing barriers, for which the waiting-time distribution involves a position-dependent coefficient. We solve the Fokker-Planck equation with boundary conditions and calculate the mean…
Semi-Markov models are widely used for survival analysis and reliability analysis. In general, there are two competing parameterizations and each entails its own interpretation and inference properties. On the one hand, a semi-Markov…
Leaky integrate-and-fire (LIF) models are mean-field limits, with a large number of neurons, used to describe neural networks. We consider inhomogeneous networks structured by a connec-tivity parameter (strengths of the synaptic weights)…
In this paper, we study quasi-stationary distributions of nonlinearly perturbed semi-Markov processes in discrete time. This type of distributions is of interest for the analysis of stochastic systems which have finite lifetimes, but are…
We obtain the posterior distribution of a random process conditioned on observing the empirical frequencies of a finite sample path. We find under a rather broad assumption on the "dependence structure" of the process, {\em c.f.}…
The leaky integrate and fire (LIF) neuron represents standard neuronal model used for numerical simulations. The leakage is implemented in the model as exponential decay of trans-membrane voltage towards its resting value. This makes…
Splitting probabilities quantify the likelihood of particular outcomes out of a set of mutually-exclusive possibilities for stochastic processes and play a central role in first-passage problems. For two-dimensional Markov processes…
Variability in neural responses is an ubiquitous phenomenon in neurons, usually modeled with stochastic differential equations. In particular, stochastic integrate-and-fire models are widely used to simplify theoretical studies. The…
Our aim is to unify and extend the large deviation upper and lower bounds for the occupation times of a Markov process with $L_2$ semigroups under minimal conditions on the state space and the process trajectories; for example, no strong…
We explore the concept of a consistent exchangeable survival process - a joint distribution of survival times in which the risk set evolves as a continuous-time Markov process with homogeneous transition rates. We show a correspondence with…