Abstract
Motivated by a typical and well-known problem of neurobiological modeling, a parallel algorithm devised to simulate sample paths of stationary normal processes with rational spectral densities is implemented to evaluate first passage time probability densities for time-varying boundaries. After a self-contained outline of the original problem and of the involved computational framework, the results of numerous simulations are discussed and conclusions are drawn on the effect of a periodic boundary and a Butterworth-type covariance on determining quantitative and qualitative features of first passage time probability densities.
This work has been performed within a joint cooperation agreement between Japan Science and Technology Corporation (JST) and Università di Napoli ”Federico II“, under partial support by National Research Council (CNR) and by Ministry of University and of Scientific and Technological Research (MURST).
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Di Nardo, E., Nobile, A.G., Pirozzi, E., Ricciardi, L.M., Rinaldi, S. (2000). Simulation of Gaussian Processes and First Passage Time Densities Evaluation. In: Kopacek, P., Moreno-Díaz, R., Pichler, F. (eds) Computer Aided Systems Theory - EUROCAST’99. EUROCAST 1999. Lecture Notes in Computer Science, vol 1798. Springer, Berlin, Heidelberg. https://doi.org/10.1007/10720123_29
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DOI: https://doi.org/10.1007/10720123_29
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