TitleEvolution of moments and correlations in nonrenewal escape-time processes.
Publication TypeJournal Article
Year of Publication2017
AuthorsBraun, Wilhelm, Rüdiger Thul, and Andre Longtin
JournalPhys Rev E
Volume95
Issue5-1
Pagination052127
Date Published2017 May
ISSN2470-0053
Abstract

The theoretical description of nonrenewal stochastic systems is a challenge. Analytical results are often not available or can be obtained only under strong conditions, limiting their applicability. Also, numerical results have mostly been obtained by ad hoc Monte Carlo simulations, which are usually computationally expensive when a high degree of accuracy is needed. To gain quantitative insight into these systems under general conditions, we here introduce a numerical iterated first-passage time approach based on solving the time-dependent Fokker-Planck equation (FPE) to describe the statistics of nonrenewal stochastic systems. We illustrate the approach using spike-triggered neuronal adaptation in the leaky and perfect integrate-and-fire model, respectively. The transition to stationarity of first-passage time moments and their sequential correlations occur on a nontrivial time scale that depends on all system parameters. Surprisingly this is so for both single exponential and scale-free power-law adaptation. The method works beyond the small noise and time-scale separation approximations. It shows excellent agreement with direct Monte Carlo simulations, which allow for the computation of transient and stationary distributions. We compare different methods to compute the evolution of the moments and serial correlation coefficients (SCCs) and discuss the challenge of reliably computing the SCCs, which we find to be very sensitive to numerical inaccuracies for both the leaky and perfect integrate-and-fire models. In conclusion, our methods provide a general picture of nonrenewal dynamics in a wide range of stochastic systems exhibiting short- and long-range correlations.

DOI10.1103/PhysRevE.95.052127
Alternate JournalPhys Rev E
PubMed ID28618562