Statistical properties of fluctuating enzymes with dynamic cooperativity using a first passage time distribution formalism

2017 ◽  
Vol 146 (14) ◽  
pp. 145103 ◽  
Author(s):  
Divya Singh ◽  
Srabanti Chaudhury
Keyword(s):  
Time Distribution ◽  
First Passage Time ◽  
Passage Time ◽  
Statistical Properties ◽  
First Passage

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 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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