A lower bound to the survival probability and an approximate first passage time distribution for Markovian and non-Markovian dynamics in phase space

2009 ◽  
Vol 131 (22) ◽  
pp. 224504 ◽  
Author(s):  
Rajarshi Chakrabarti ◽  
K. L. Sebastian
Keyword(s):  
Phase Space ◽  
Lower Bound ◽  
Survival Probability ◽  
Time Distribution ◽  
First Passage Time ◽  
Passage Time ◽  
First Passage ◽  
Markovian Dynamics

scholarly journals Probing Protein Shelf Lives from Inverse Mean First Passage Times

2019 ◽  
Author(s):  
Vishal Singh ◽  
Parbati Biswas
Keyword(s):  
Protein Aggregation ◽  
Rate Constants ◽  
Survival Probability ◽  
First Passage Time ◽  
Passage Time ◽  
First Passage ◽  
First Order Kinetics ◽  
The Mean ◽  
Passage Times ◽  
Good Agreement

Protein aggregation is investigated theoretically via protein turnover, misfolding, aggregation and degradation. The Mean First Passage Time (MFPT) of aggregation is evaluated within the framework of Chemical Master Equation (CME) and pseudo first order kinetics with appropriate boundary conditions. The rate constants of aggregation of different proteins are calculated from the inverse MFPT, which show an excellent match with the experimentally reported rate constants and those extracted from the ThT/ThS fluorescence data. Protein aggregation is found to be practically independent of the number of contacts and the critical number of misfolded contacts. The age of appearance of aggregation-related diseases is obtained from the survival probability and the MFPT results, which matches with those reported in the literature. The calculated survival probability is in good agreement with the only available clinical data for Parkinson’s disease.<br>

Identifying Coefficients in the Spectral Representation for First Passage Time Distributions

1987 ◽  
Vol 1 (1) ◽  
pp. 69-74 ◽  
Author(s):  
Mark Brown ◽  
Yi-Shi Shao
Keyword(s):  
Markov Processes ◽  
Time Distribution ◽  
Infinitesimal Generator ◽  
Spectral Representation ◽  
First Passage Time ◽  
Passage Time ◽  
Spectral Approach ◽  
Generator Matrix ◽  
Eigenvalues And Eigenvectors ◽  
First Passage

The spectral approach to first passage time distributions for Markov processes requires knowledge of the eigenvalues and eigenvectors of the infinitesimal generator matrix. We demonstrate that in many cases knowledge of the eigenvalues alone is sufficient to compute the first passage time distribution.

scholarly journals A Lower Bound for the First Passage Time Density of the Suprathreshold Ornstein-Uhlenbeck Process

2011 ◽  
Vol 48 (02) ◽  
pp. 420-434 ◽  
Author(s):  
Peter J. Thomas
Keyword(s):  
Lower Bound ◽  
First Passage Time ◽  
Passage Time ◽  
Initial Condition ◽  
First Passage ◽  
Uhlenbeck Process ◽  
Fire Model ◽  
Integrate And Fire ◽  
Ornstein Uhlenbeck Process ◽  
Time Density

We prove that the first passage time density ρ(t) for an Ornstein-Uhlenbeck processX(t) obeying dX= -βXdt+ σdWto reach a fixed threshold θ from a suprathreshold initial conditionx0&gt; θ &gt; 0 has a lower bound of the form ρ(t) &gt;kexp[-pe6βt] for positive constantskandpfor timestexceeding some positive valueu. We obtain explicit expressions fork,p, anduin terms of β, σ,x0, and θ, and discuss the application of the results to the synchronization of periodically forced stochastic leaky integrate-and-fire model neurons.

scholarly journals On the First Passage Time Distribution for a Class of Markov Chains

1983 ◽  
Vol 11 (4) ◽  
pp. 1000-1008 ◽  
Author(s):  
Mark Brown ◽  
Narasinga R. Chaganty
Keyword(s):  
Markov Chains ◽  
Time Distribution ◽  
First Passage Time ◽  
Passage Time ◽  
First Passage

Evaluation of the first-passage time probability to a square root boundary for the Wiener process

1977 ◽  
Vol 14 (4) ◽  
pp. 850-856 ◽  
Author(s):  
Shunsuke Sato
Keyword(s):  
Wiener Process ◽  
Time Distribution ◽  
First Passage Time ◽  
Passage Time ◽  
Square Root ◽  
First Passage ◽  
Uhlenbeck Process ◽  
Ornstein Uhlenbeck Process ◽  
Asymptotic Evaluation

This paper gives an asymptotic evaluation of the probability that the Wiener path first crosses a square root boundary. The result is applied to estimate the moments of the first-passage time distribution of the Ornstein–Uhlenbeck process to a constant boundary.

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