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

Research output: Contribution to journal › Journal article › Research › peer-review

Standard

Fast and accurate calculations for cumulative first-passage time distributions in Wiener diffusion models. / Blurton, Steven Paul; Kesselmeier, M.; Gondan, Matthias.

In: Journal of Mathematical Psychology, Vol. 56, No. 6, 2012, p. 470-475.

Research output: Contribution to journal › Journal article › Research › peer-review

Harvard

Blurton, SP, Kesselmeier, M & Gondan, M 2012, 'Fast and accurate calculations for cumulative first-passage time distributions in Wiener diffusion models', Journal of Mathematical Psychology, vol. 56, no. 6, pp. 470-475. https://doi.org/10.1016/j.jmp.2012.09.002

APA

Blurton, S. P., Kesselmeier, M., & Gondan, M. (2012). Fast and accurate calculations for cumulative first-passage time distributions in Wiener diffusion models. Journal of Mathematical Psychology, 56(6), 470-475. https://doi.org/10.1016/j.jmp.2012.09.002

Vancouver

Blurton SP, Kesselmeier M, Gondan M. Fast and accurate calculations for cumulative first-passage time distributions in Wiener diffusion models. Journal of Mathematical Psychology. 2012;56(6):470-475. https://doi.org/10.1016/j.jmp.2012.09.002

Author

Blurton, Steven Paul ; Kesselmeier, M. ; Gondan, Matthias. / Fast and accurate calculations for cumulative first-passage time distributions in Wiener diffusion models. In: Journal of Mathematical Psychology. 2012 ; Vol. 56, No. 6. pp. 470-475.

Bibtex

@article{5cc4976c0e2e40d4acc5f607606223b3,
title = "Fast and accurate calculations for cumulative first-passage time distributions in Wiener diffusion models",
abstract = "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, D.J., 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.",
author = "Blurton, {Steven Paul} and M. Kesselmeier and Matthias Gondan",
year = "2012",
doi = "10.1016/j.jmp.2012.09.002",
language = "English",
volume = "56",
pages = "470--475",
journal = "Journal of Mathematical Psychology",
issn = "0022-2496",
publisher = "Academic Press",
number = "6",

}

RIS

TY - JOUR

T1 - Fast and accurate calculations for cumulative first-passage time distributions in Wiener diffusion models

AU - Blurton, Steven Paul

AU - Kesselmeier, M.

AU - Gondan, Matthias

PY - 2012

Y1 - 2012

N2 - 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, D.J., 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.

AB - 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, D.J., 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.

UR - http://www.scopus.com/inward/record.url?scp=84875586839&partnerID=8YFLogxK

U2 - 10.1016/j.jmp.2012.09.002

DO - 10.1016/j.jmp.2012.09.002

M3 - Journal article

AN - SCOPUS:84875586839

VL - 56

SP - 470

EP - 475

JO - Journal of Mathematical Psychology

JF - Journal of Mathematical Psychology

SN - 0022-2496

IS - 6

ER -

ID: 48907981