Mean, variance, and skewness of the first passage time distribution for a normalized Ornstein-Uhlenbeck process and for time-independent thresholds are obtained for a set of preassigned initial values. This is done to complement the statistical tables by Keilson and Ross (1971) and in order to allow for ranges of the parameters of neurobiological interest.
Mean, variance and skewness for the Ornstein-Uhlenbeck process / G., Cerbone; Ricciardi, LUIGI MARIA; L., Sacerdote. - In: CYBERNETICS AND SYSTEMS. - ISSN 0196-9722. - STAMPA. - 12:4(1981), pp. 395-429. [10.1080/01969728108927683]
Mean, variance and skewness for the Ornstein-Uhlenbeck process
RICCIARDI, LUIGI MARIA;
1981
Abstract
Mean, variance, and skewness of the first passage time distribution for a normalized Ornstein-Uhlenbeck process and for time-independent thresholds are obtained for a set of preassigned initial values. This is done to complement the statistical tables by Keilson and Ross (1971) and in order to allow for ranges of the parameters of neurobiological interest.File in questo prodotto:
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