scholarly journals Survival probability and first-passage-time statistics of a Wiener process driven by an exponential time-dependent drift

2011 ◽  
Vol 83 (2) ◽  
Author(s):  
Eugenio Urdapilleta
Keyword(s):  
Wiener Process ◽  
Survival Probability ◽  
First Passage Time ◽  
Passage Time ◽  
Time Dependent ◽  
First Passage ◽  
Exponential Time

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>

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.

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

1977 ◽  
Vol 14 (04) ◽  
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.

Moments of the first-passage time of a Wiener process with drift between two elastic barriers

1995 ◽  
Vol 32 (4) ◽  
pp. 1007-1013 ◽  
Author(s):  
Marco Dominé
Keyword(s):  
Wiener Process ◽  
First Passage Time ◽  
Passage Time ◽  
First Passage ◽  
One Dimensional ◽  
Special Cases ◽  
Backward Equation ◽  
The One ◽  
First Passage Problem ◽  
Reflecting Barriers

The first-passage problem for the one-dimensional Wiener process with drift in the presence of elastic boundaries is considered. We use the Kolmogorov backward equation with corresponding boundary conditions to derive explicit closed-form expressions for the expected value and the variance of the first-passage time. Special cases with pure absorbing and/or reflecting barriers arise for a certain choice of a parameter constellation.

The final size of a nearly critical epidemic, and the first passage time of a Wiener process to a parabolic barrier

1998 ◽  
Vol 35 (3) ◽  
pp. 671-682 ◽  
Author(s):  
Anders Martin-Löf
Keyword(s):  
Differential Equation ◽  
Wiener Process ◽  
Critical Parameter ◽  
Spectral Representation ◽  
First Passage Time ◽  
Passage Time ◽  
Initial Number ◽  
Airy Functions ◽  
Final Size ◽  
First Passage

The distribution of the final size, K, in a general SIR epidemic model is considered in a situation when the critical parameter λ is close to 1. It is shown that with a ‘critical scaling’ λ ≈ 1 + a / n1/3, m ≈ bn1/3, where n is the initial number of susceptibles and m is the initial number of infected, then K / n2/3 has a limit distribution when n → ∞. It can be described as that of T, the first passage time of a Wiener process to a parabolic barrier b + at − t2/2. The proof is based on a diffusion approximation. Moreover, it is shown that the distribution of T can be expressed analytically in terms of Airy functions using the spectral representation connected with Airy's differential equation.

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