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Assume that .x;t/ is the probability density function for the stochastic variable x.
It is noted that
EfU.x;t/gD R U.x;t/.x;t/ dx
(7.20)
Using Taylor series expansion one gets
dt R h.x/.x;t/ dx D R Œh 0 .x/f.x;t/ C h 00 g 2 .x;t/=2.x;t/ dx
d
(7.21)
which is also written as
dt R h.x/.x;t/ dx D R Œ.f.x;t/.x;t// 0 C .g 2 .x;t/=2.x;t// 00 h.x/ dx
d
(7.22)
and since the relation described in Eq. ( 7.22 ) should hold for all h.x/ one gets
@
@t D
@
1
2
@
@x Œf.x;t/.x;t/ C
@x Œg 2 .x;t/.x;t/
(7.23)
This is Fokker-Planck equation.
7.3.2
First Passage Time
This is a parameter which permits to compute the firing rate of the neurons. In such
a case, the aim is to compute the statistical distribution that is followed by the time
instant T in which stochastic variable x exits the interval Œa;b (Fig. 7.2 ).
The probability for x to belong in the interval Œa;b at time instant t is denoted
as G.x;t/. Thus if t is the time instant at which x exits the interval Œa;b, then
G.x;t/ D prob.T t/.
In the case of neurons, the first passage time corresponds to the time instant where
the membrane's potential exceeds a threshold and a spike is generated. It holds that
G.x;t/ satisfies Fokker-Planck equation, that is
2
2
@ 2 G.x;t/
@x 2
@G.x;t/
@t
D f.x;t/ @G.x;t/
@x
(7.24)
C
Regarding boundary conditions it holds that G.x;0/ D 1 if ax<b.
7.3.3
Meaning of the First Passage Time
In biological neuron models, such as the Morris-Lecar model, a spike is generated
if variable w .t/ exceeds a threshold w . One can write the complete Fokker-Planck
equations for a wide domain, compute the outgoing flux (rate in time that the voltage
exceeded certain boundaries) and thus compute the firing rate.
 
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