First Passage Time (FPT)
Exit Probability and First Passage Time of a Lazy Pearson Walker: Scaling Behaviour
... of first passage time of the Browian motion conditioned by maximum value of the area [12] is studied ...the first pas- sage time in complex scale invariant media was studied very ...
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Understanding the Action Potential Generation in the Hodgkin-Huxley model
... The time epoch when the membrane potential reaches a certain threshold value for the first time is called as FPT (first passage time) ...The first passage ...
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Investigating annual diving behaviour by Hooded seals (Cystophora cristata) within the Northwest Atlantic Ocean
... of First Passage Time (FPT) and analyse how bathymetry, seasonality and FPT influence the hooded seals’ diving behaviour described by maximum dive depth, dive duration and surface ...
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Ring structures and mean first passage time in networks
... mean first passage time (MFPT) on generic ...mean first passage time on a node s for a random walker starting from a generic, unknown, node ...We first apply the method to ...
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First passage times in integrate and fire neurons with stochastic thresholds
... The time–dependent firing thresh- old can be transformed into a constant one giving rise to an exponential drive in the subthreshold dynamics ...explicitly time-dependent stochastic sub- threshold dynamics ...
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Portfolio Selection in Mean Minimum Return Level Expected Bounded First Passage Time Framework
... expected first passage time bounded by investment horizon as a third dimension used for decision ...the first passage time of portfolio return process towards the minimum ...
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Results related to first passage time problems and some of their applications
... the time of Linnik (1961 ) had made use of the assumption of an analytic characteristic function, we investigate this assumption in section 3 and show that it is essential in order to obtain the results of Cramer ...
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Sign changes as a universal concept in first passage time calculations
... First-passage time problems are ubiquitous across many fields of study including transport pro- cesses in semiconductors and biological synapses, evolutionary game theory and ...prominence, ...
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Random walks on complex trees
... counterparts. First, both the vertex discovery rate and the mean topological displacement from the origin present a considerable slowing down in the tree ...mean first passage time (MFPT) ...
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A survey of generalized inverses and their use in stochastic modelling
... so that we have a much easier procedure for classifying the g-inverses of I – P. Knowledge of the parameters α , β , γ can provide useful information in determining the stationary distribution and moments of the ...
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Building oscillations bottom up: elemental time scales of intracellular calcium dynamics
... the first step for any Ca 2+ ...the first open channel. The mean first passage time corresponds to the stochastic part of the puff ...mean first passage times can be ...
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Two Sided First Exit Problem for Jump Diffusion Distribution Processes Having Jumps with a Mixture of Erlang
... two-sided first exit problems for processes with two-sided jumps have attracted a lot of attentions in applied probability (see ...two-sided first exit time for processes with two-sided exponential ...
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Behaviour of passage time for a queueing network model with feedback: a simulation study
... a passage time can be evaluated directly through complete enumeration of cases though this is a heavily intensive data-storage process and difficult to carry out for cases where the distribution has a long ...
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A Ponzi scheme exposed to volatile markets
... this time” with a “world-wide repute”; but it takes a fatal end when he is recognised as a “master of humbug” and as “the greatest Thief” because his shadowy investment system defaults leaving many investors ...
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Temporal passage and the ‘no alternate possibilities’ argument
... NAP2* should not be controversial; an example will help to explain why. It was once thought that all swans are white. The first discovery of an object that looked a lot like a swan but that was black was not ...
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Estimation of Mean Transition Time using Markov Model and Comparison of risk factors of malnutrition using Markov Regression to Generalized Estimating Equations and Random Effects Model in a Longitudinal Study.
... narrow time span usually involves a move to next state ...of time to have a slight headache than a severe ...from time t to t+1 was different for males and ...
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First passage times of diffusion processes and their applications to finance
... the FPT, together with other well-developed strategies, could be mathematically de- scribed in the TSI ...the FPT probabilities of each asset, investors then can select desired ...its FPT probability ...
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First passage times over stochastic boundaries for subdiffusive processes
... by time-changing a Brownian motion, a Poisson process or any Lévy process, by the inverse of an independent ...intermediate time behaviour of some periodic diffusive flows which gives rise to the ...
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Simple procedures for finding mean first passage times in Markov chains
... mean first passage times leads to a significant simplification in that at most a single matrix inverse needs to be computed and often this involves a row or column sum with a very simple form, further ...
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The Tax Identity For Markov Additive Risk Processes
... We assume that A(x) is of phase type with parameters (n, α, A), which means that A(x) is the distribution of the life time of a transient Markov chain (MC) on n states with transition rate matrix A and initial ...
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