Analog study of the first passage time problem driven by power-law distributed noise

M.P. da Silva , M.L. Lyra and M.V.D. Vermelho

Physica A: Statistical Mechanics and its Applications, 2005, vol. 348, issue C, 85-96

Abstract: In this work, we develop an analog circuit to generate a stochastic signal with stationary distribution exhibiting a tunable power-law tail. The proposed circuit design is a variant of a recently introduced one based on a differential equation with both multiplicative and additive noises. Here, the circuit is carefully designed in order to ensure that all components operate within their specific regimes. We provide a detailed characterization of the output signal, including the power-law exponent dependence on the tunable component. We apply the present circuit to study the first passage time problem in a simple integrate-fire model of neural dynamics driven by a non-Gaussian noise.

Keywords: Nonlinear dynamics; Multiplicative noise; Analog simulation (search for similar items in EconPapers)
Date: 2005
References: View complete reference list from CitEc
Citations: View citations in EconPapers (1)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:phsmap:v:348:y:2005:i:c:p:85-96

DOI: 10.1016/j.physa.2004.09.042

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