Fast and accurate calculations for cumulative first-passage time distributions in Wiener diffusion models

Fast and accurate calculations for cumulative first-passage time distributions in Wiener diffusion models
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DOI:
10.1016/j.jmp.2012.09.002
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发表时间:
2012-12-01
影响因子:
1.8
通讯作者:
Gondan, Matthias
Gondan, Matthias
中科院分区:
心理学4区
文献类型:
--
作者:
Blurton, Steven P.;Kesselmeier, Miriam;Gondan, Matthias

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提出了一种改进的计算具有两个吸收壁的Wiener扩散模型中累积首达时间分布的方法。这个分布函数经常被用来描述选择反应时间任务中的反应和错误概率。本工作扩展了有关首次通过时间密度的相关工作[Navarro,DJ.,Fuss,I. G.(2009年)。快速准确地计算维纳扩散模型中的首次通过时间。数学心理学杂志,53,222-230。该分布有两种表示,都包含无穷级数。我们推导出的近似误差的上限,从有限截断的系列,我们确定的迭代次数,以限制误差低于预先指定的公差。对于给定的一组参数,然后可以选择需要最少计算工作量的表示。(C)2012 Elsevier Inc. All rights reserved.
We propose an improved method for calculating the cumulative first-passage time distribution in Wiener diffusion models with two absorbing barriers. This distribution function is frequently used to describe responses and error probabilities in choice reaction time tasks. The present work extends related work on the density of first-passage times [Navarro, DJ., Fuss, I.G. (2009). Fast and accurate calculations for first-passage times in Wiener diffusion models. Journal of Mathematical Psychology, 53, 222-230]. Two representations exist for the distribution, both including infinite series. We derive upper bounds for the approximation error resulting from finite truncation of the series, and we determine the number of iterations required to limit the error below a pre-specified tolerance. For a given set of parameters, the representation can then be chosen which requires the least computational effort. (C) 2012 Elsevier Inc. All rights reserved.