Gaussian Process Approach to Spiking Neurons for Inhomogeneous Poisson Inputs

2001 ◽  
Vol 13 (12) ◽  
pp. 2763-2797 ◽  
Author(s):  
Ken-ichi Amemori ◽  
Shin Ishii

This article presents a new theoretical framework to consider the dynamics of a stochastic spiking neuron model with general membrane response to input spike. We assume that the input spikes obey an inhomogeneous Poisson process. The stochastic process of the membrane potential then becomes a gaussian process. When a general type of the membrane response is assumed, the stochastic process becomes a Markov-gaussian process. We present a calculation method for the membrane potential density and the firing probability density. Our new formulation is the extension of the existing formulation based on diffusion approximation. Although the single Markov assumption of the diffusion approximation simplifies the stochastic process analysis, the calculation is inaccurate when the stochastic process involves a multiple Markov property. We find that the variation of the shape of the membrane response, which has often been ignored in existing stochastic process studies, significantly affects the firing probability. Our approach can consider the reset effect, which has been difficult to deal with by analysis based on the first passage time density.

2018 ◽  
Vol 13 (1) ◽  
pp. 10 ◽  
Author(s):  
Pengbo Xu ◽  
Weihua Deng

For the particles undergoing the anomalous diffusion with different waiting time distributions for different internal states, we derive the Fokker-Planck and Feymann-Kac equations, respectively, describing positions of the particles and functional distributions of the trajectories of particles; in particular, the equations governing the functional distribution of internal states are also obtained. The dynamics of the stochastic processes are analyzed and the applications, calculating the distribution of the first passage time and the distribution of the fraction of the occupation time, of the equations are given. For the further application of the newly built models, we make very detailed discussions on the none-immediately-repeated stochastic process, e.g., the random walk of smart animals.


1976 ◽  
Vol 13 (01) ◽  
pp. 27-38 ◽  
Author(s):  
L. A. Shepp ◽  
D. Slepian

We find the first-passage probability that X(t) remains above a level a throughout a time interval of length T given X(0) = x 0 for the particular stationary Gaussian process X with mean zero and (sawtooth) covariance P(τ) = 1 – α | τ |, | τ | ≦ 1, with ρ(τ + 2) = ρ(τ), – ∞ < τ < ∞. The desired probability is explicitly found as an infinite series of integrals of a two-dimensional Gaussian density over sectors. Simpler expressions are found for the case a = 0 and also for the unconditioned probability that X(t) be non-negative throughout [0, T]. Results of some numerical calculations are given.


1975 ◽  
Vol 12 (4) ◽  
pp. 724-733 ◽  
Author(s):  
Israel Bar-David

We find expressions for the R–N derivative of the stationary Gaussian process with the particular covariance and mean, respectively, R(t, s) = max(1 – |t – s|, 0) and m(t)= aR(t, D), 0 ≦ D ≦ 1, within the time interval [0, 1]. We use these results, and a lemma on multiple reflections of the Wiener process, to find formulae for the probabilities of first passage time and maxima in [0, 1], and bounds on the former within [– 1, 1]. While previous work dealt extensively with the zero mean process, mean functions, as defined here, appear in signal detection and parameter estimation problems under the hypothesis that a rectangular signal centered at t = D is present in an observed process.


1974 ◽  
Vol 41 (3) ◽  
pp. 793-797 ◽  
Author(s):  
W. C. Lennox ◽  
D. A. Fraser

A narrow-band stochastic process is obtained by exciting a lightly damped linear oscillator by wide-band stationary noise. The equation describing the envelope of the process is replaced, in an asymptotic sense, by a one-dimensional Markov process and the modified Kolmogorov (backward) equation describing the first-passage distribution function is solved exactly using classical methods by reducing the problem to that of finding the related eigenvalues and eigenfunctions; in this case degenerate hypergeometric functions. If the exciting process is white noise, the analysis is exact. The method also yields reasonable approximations for the first-passage time of the actual narrow-band process for either a one-sided or a symmetric two-sided barrier.


1976 ◽  
Vol 13 (1) ◽  
pp. 27-38 ◽  
Author(s):  
L. A. Shepp ◽  
D. Slepian

We find the first-passage probability that X(t) remains above a level a throughout a time interval of length T given X(0) = x0 for the particular stationary Gaussian process X with mean zero and (sawtooth) covariance P(τ) = 1 – α | τ |, | τ | ≦ 1, with ρ(τ + 2) = ρ(τ), – ∞ < τ < ∞. The desired probability is explicitly found as an infinite series of integrals of a two-dimensional Gaussian density over sectors. Simpler expressions are found for the case a = 0 and also for the unconditioned probability that X(t) be non-negative throughout [0, T]. Results of some numerical calculations are given.


2021 ◽  
Vol 27 (2) ◽  
pp. 87-99
Author(s):  
Zhenhao Zhang ◽  
Wenbiao Li ◽  
Jianyu Yang

There are many factors leading to construction safety accident. The rule presented under the influence of these factors should be a statistical random rule. To reveal those random rules and study the probability prediction method of construction safety accident, according to stochastic process theory, general stochastic process, Markov process and normal process are respectively used to simulate the risk-accident process in this paper. First, in the general-random-process-based analysis the probability of accidents in a period of time is calculated. Then, the Markov property of the construction safety risk evolution process is illustrated, and the analytical expression of probability density function of first-passage time of Markov-based risk-accident process is derived to calculate the construction safety probability. In the normal-process-based analysis, the construction safety probability formulas in cases of stationary normal risk process and non-stationary normal risk process with zero mean value are derived respectively. Finally, the number of accidents that may occur on construction site in a period is studied macroscopically based on Poisson process, and the probability distribution of time interval between adjacent accidents and the time of the nth accident are calculated respectively. The results provide useful reference for the prediction and management of construction accidents.


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