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2005
DOI: 10.1016/j.physa.2004.12.020
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Escape rates in periodically driven Markov processes

Abstract: We present an approximate analytical expression for escape rates 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 based on a discrete state Markovian modeling of the full long-time dynamics with time-dependent rates. It is valid in a wide parameter regime beyond the restraining limits of weak driving (linear response) and/or weak noise. The scheme is carefully tested and yields excellent agr… Show more

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Cited by 27 publications
(23 citation statements)
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“…For example, fluctuations around the MFPT, quantified by the second moment, provide a measure of the number of detections needed to collect a reliable statistics for the FPT analysis. The FPT pdf also determines the so-termed residence time and interspike pdfs, which generally are more readily available in experiments, e.g., in the context of stochastic resonance phenomena [39], and involve suitable averages over the FPT pdf [6,21,37,38]. The residence time pdf is explicitly evaluated in Sec.…”
Section: -3mentioning
confidence: 99%
“…For example, fluctuations around the MFPT, quantified by the second moment, provide a measure of the number of detections needed to collect a reliable statistics for the FPT analysis. The FPT pdf also determines the so-termed residence time and interspike pdfs, which generally are more readily available in experiments, e.g., in the context of stochastic resonance phenomena [39], and involve suitable averages over the FPT pdf [6,21,37,38]. The residence time pdf is explicitly evaluated in Sec.…”
Section: -3mentioning
confidence: 99%
“…Either numerical methods have to be used or in specific cases, tailored approximations may be applied in order to analyze relevant aspects of the dynamical behavior of the model [7][8][9]4]. The numerical methods either deal with the stochastic differential equations [10,11] or the equivalent Fokker-Planck equation [11][12][13]. For time dependent Ornstein-Uhlenbeck processes the first passage time density can also be obtained from an integral equation [14], which provides a convenient starting point for numerical investigations [15,13].…”
Section: Introductionmentioning
confidence: 99%
“…The numerical methods either deal with the stochastic differential equations [10,11] or the equivalent Fokker-Planck equation [11][12][13]. For time dependent Ornstein-Uhlenbeck processes the first passage time density can also be obtained from an integral equation [14], which provides a convenient starting point for numerical investigations [15,13].…”
Section: Introductionmentioning
confidence: 99%
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