相关论文: On the exit time from open sets of some semi-Marko…

Neural network dynamics emerge from the interaction of spiking cells. One way to formulate the problem is through a theoretical framework inspired by ideas coming from statistical physics, the so-called mean-field theory. In this document,…

The {\alpha}-stable L\'evy process, commonly used to describe L\'evy flight, is characterized by discontinuous jumps and is widely used to model anomalous transport phenomena. In this study, we investigate the associated exit problem and…

We consider a finite state discrete time process X. Without loss of generality the finite state space can be identified with the set of unit vectors {e1, e2, . . . , eN} with ei = (0, . . . , 0, 1, 0, . . . , 0)0 2 RN. For a Markov chain…

We provide necessary and sufficient conditions for explosion and implosion of birth-and-death (non-Markov) continuous-time random walks. In other words, we obtain conditions for $\infty$ to be accessible and for it to be an entrance point.…

Spike correlations between neurons are ubiquitous in the cortex, but their role is at present not understood. Here we describe the firing response of a leaky integrate-and-fire neuron (LIF) when it receives a temporarily correlated input…

Markov branching systems form a fundamental class of stochastic models that are extensively applied in biology, physics, finance, and other domains. These systems are distinguished by their continuous-time evolution and inherent branching…

Various and ubiquitous information systems are being used in monitoring, exchanging, and collecting information. These systems are generating massive amount of event sequence logs that may help us understand underlying phenomenon. By…

We propose a mean-field model of interacting point processes where each process has a memory of the time elapsed since its last event (age) and its recent past (leaky memory), generalizing Age-dependent Hawkes processes. The model is…

For non-Gaussian stochastic dynamical systems, mean exit time and escape probability are important deterministic quantities, which can be obtained from integro-differential (nonlocal) equations. We develop an efficient and convergent…

We investigate the Poisson regression method for Markov and semi-Markov jump processes from a nonparametric angle, allowing the lengths of the time and duration intervals in the partition to vary with the number of observations. Imposing no…

We study the high frequency price dynamics of traded stocks by a model of returns using a semi-Markov approach. More precisely we assume that the intraday return are described by a discrete time homogeneous semi-Markov process and the…

After reviewing the behavioral studies of working memory and of the cellular substrate of the latter, we argue that metastable states constitute candidates for the type of transient information storage required by working memory. We then…

We present a simple Markov model of spiking neural dynamics that can be analytically solved to characterize the stochastic dynamics of a finite-size spiking neural network. We give closed-form estimates for the equilibrium distribution,…

We show that the stochastic Morris-Lecar neuron, in a neighborhood of its stable point, can be approximated by a two-dimensional Ornstein-Uhlenbeck (OU) modulation of a constant circular motion. The associated radial OU process is an…

By using the large deviation principle, we investigate the expected exit time from the interval [-1,1] of a process of autoregressive type. The case when the autoregression function f is linear and the innovations have a normal distribution…

Nonlinear Noisy Leaky Integrate and Fire (NNLIF) models for neurons networks can be written as Fokker-Planck-Kolmogorov equations on the probability density of neurons, the main parameters in the model being the connectivity of the network…

We study that the breakdown of epidemic depends on some parameters, that is expressed in epidemic reproduction ratio number. It is noted that when $R_0 $ exceeds 1, the stochastic model have two different results. But, eventually the…

Based on the analysis of probability flow, where the First Passage (FP) is realised as the sink of probability, we summarise the protocol to find the distribution of the First Passage Time (FTP). We also describe the corresponding formula…

A Markov process fluctuating away from its typical behavior can be represented in the long-time limit by another Markov process, called the effective or driven process, having the same stationary states as the original process conditioned…

In this paper we present a numerical study of a mathematical model of spiking neurons introduced by Ferrari et al. in an article entitled Phase transition forinfinite systems of spiking neurons. In this model we have a countable number of…