Upcrossing first passage time problems play a relevant role in various applied contexts and, in particular, in neuronal modeling. We consider the class of stationary normal processes characterized by damped oscillatory covariances. In order to evaluate the upcrossing FPT density, the initial values of the sample paths are taken according to preassigned probability densities
Evaluation of upcrossing first passage time densities for Gaussian processes via a simulation procedure
NOBILE, Amelia Giuseppina;
1999-01-01
Abstract
Upcrossing first passage time problems play a relevant role in various applied contexts and, in particular, in neuronal modeling. We consider the class of stationary normal processes characterized by damped oscillatory covariances. In order to evaluate the upcrossing FPT density, the initial values of the sample paths are taken according to preassigned probability densitiesFile in questo prodotto:
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