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

Author

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  • da Silva Jr., M.P.
  • Lyra, M.L.
  • Vermelho, M.V.D.

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.

Suggested Citation

  • da Silva Jr., M.P. & Lyra, M.L. & Vermelho, M.V.D., 2005. "Analog study of the first passage time problem driven by power-law distributed noise," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 348(C), pages 85-96.
    • Handle: RePEc:eee:phsmap:v:348:y:2005:i:c:p:85-96
    DOI: 10.1016/j.physa.2004.09.042
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    Cited by:

    1. Silva, L.B.M. & Vermelho, M.V.D. & Lyra, M.L. & Viswanathan, G.M., 2009. "Multifractal detrended fluctuation analysis of analog random multiplicative processes," Chaos, Solitons & Fractals, Elsevier, vol. 41(5), pages 2806-2811.

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