Crossover between Levy and Gaussian regimes in first passage processes

We propose a new approach to the problem of the first passage time. Our method is applicable not only to the Wiener process but also to the non--Gaussian L$\acute{\rm e}$vy flights or to more complicated stochastic processes whose distributions are stable. To show the usefulness of the method, we particularly focus on the first passage time problems in the truncated L$\acute{\rm e}$vy flights (the so-called KoBoL processes), in which the arbitrarily large tail of the L$\acute{\rm e}$vy distribution is cut off. We find that the asymptotic scaling law of the first passage time $t$ distribution changes from $t^{-(\alpha +1)/\alpha}$-law (non-Gaussian L$\acute{\rm e}$vy regime) to $t^{-3/2}$-law (Gaussian regime) at the crossover point. This result means that an ultra-slow convergence from the non-Gaussian L$\acute{\rm e}$vy regime to the Gaussian regime is observed not only in the distribution of the real time step for the truncated L$\acute{\rm e}$vy flight but also in the first passage time distribution of the flight. The nature of the crossover in the scaling laws and the scaling relation on the crossover point with respect to the effective cut-off length of the L$\acute{\rm e}$vy distribution are discussed.Comment: 18pages, 7figures, using revtex4, to appear in Phys.Rev.

First Passage Time Densities in Non-Markovian Models with Subthreshold Oscillations

Motivated by the dynamics of resonant neurons we consider a differentiable, non-Markovian random process $x(t)$ and particularly the time after which it will reach a certain level $x_b$. The probability density of this first passage time is expressed as infinite series of integrals over joint probability densities of $x$ and its velocity $\dot{x}$. Approximating higher order terms of this series through the lower order ones leads to closed expressions in the cases of vanishing and moderate correlations between subsequent crossings of $x_b$. For a linear oscillator driven by white or coloured Gaussian noise, which models a resonant neuron, we show that these approximations reproduce the complex structures of the first passage time densities characteristic for the underdamped dynamics, where Markovian approximations (giving monotonous first passage time distribution) fail

First Passage Time Densities in Resonate-and-Fire Models

Motivated by the dynamics of resonant neurons we discuss the properties of the first passage time (FPT) densities for nonmarkovian differentiable random processes. We start from an exact expression for the FPT density in terms of an infinite series of integrals over joint densities of level crossings, and consider different approximations based on truncation or on approximate summation of this series. Thus, the first few terms of the series give good approximations for the FPT density on short times. For rapidly decaying correlations the decoupling approximations perform well in the whole time domain. As an example we consider resonate-and-fire neurons representing stochastic underdamped or moderately damped harmonic oscillators driven by white Gaussian or by Ornstein-Uhlenbeck noise. We show, that approximations reproduce all qualitatively different structures of the FPT densities: from monomodal to multimodal densities with decaying peaks. The approximations work for the systems of whatever dimension and are especially effective for the processes with narrow spectral density, exactly when markovian approximations fail.Comment: 11 pages, 8 figure

The spike train statistics for consonant and dissonant musical accords

The simple system composed of three neural-like noisy elements is considered. Two of them (sensory neurons or sensors) are stimulated by noise and periodic signals with different ratio of frequencies, and the third one (interneuron) receives the output of these two sensors and noise. We propose the analytical approach to analysis of Interspike Intervals (ISI) statistics of the spike train generated by the interneuron. The ISI distributions of the sensory neurons are considered to be known. The frequencies of the input sinusoidal signals are in ratios, which are usual for music. We show that in the case of small integer ratios (musical consonance) the input pair of sinusoids results in the ISI distribution appropriate for more regular output spike train than in a case of large integer ratios (musical dissonance) of input frequencies. These effects are explained from the viewpoint of the proposed theory.Comment: 22 pages, 6 figure

Inhibition of rhythmic neural spiking by noise: the occurrence of a minimum in activity with increasing noise

The effects of noise on neuronal dynamical systems are of much current interest. Here, we investigate noise-induced changes in the rhythmic firing activity of single Hodgkin–Huxley neurons. With additive input current, there is, in the absence of noise, a critical mean value µ = µc above which sustained periodic firing occurs. With initial conditions as resting values, for a range of values of the mean µ near the critical value, we have found that the firing rate is greatly reduced by noise, even of quite small amplitudes. Furthermore, the firing rate may undergo a pronounced minimum as the noise increases. This behavior has the opposite character to stochastic resonance and coherence resonance. We found that these phenomena occurred even when the initial conditions were chosen randomly or when the noise was switched on at a random time, indicating the robustness of the results. We also examined the effects of conductance-based noise on Hodgkin–Huxley neurons and obtained similar results, leading to the conclusion that the phenomena occur across a wide range of neuronal dynamical systems. Further, these phenomena will occur in diverse applications where a stable limit cycle coexists with a stable focus