Simulation of Gaussian Processes and First Passage Time Densities Evaluation

Author:

Di Nardo E.,Nobile A. G.,Pirozzi E.,Ricciardi L. M.,Rinaldi S.

Publisher

Springer Berlin Heidelberg

Reference14 articles.

1. Buonocore, A., Di Crescenzo, A., Iardino, F., Nakamura, A., Ricciardi, L.M., Rinaldi, S.: A vectorized simulation procedure for computations of first crossing time densities of normal processes with oscillatory covariances, Rapporto Tecnico N. 1/93, Progetto Finalizzato Sistemi Informatici e Calcolo Parallelo del CNR (1992)

2. Buonocore, A., Nobile, A.G., Ricciardi, L.M.: A new integral equation for the evaluation of first-passage-time probability densities. Adv. Appl. Prob. 19, 784–800 (1987)

3. Davenport, W.B., Root, W.L.: An introduction to the theory of the random signals and noise. Mc Graw-Hill, New York (1958)

4. Di Nardo, E., Nobile, A.G., Pirozzi, E., Ricciardi, L.M.: On a non-Markov neuronal model and its approximations. BioSystems 48, 29–35 (1998)

5. Di Nardo, E., Nobile, A.G., Pirozzi, E., Ricciardi, L.M.: A computational approach to first-passage-time problem for Gauss-Markov processes. Preprint, vol.  5. Universitá degli Studi della Basilicata (1998)

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