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

Blurton, Steven P. and Kesselmeier, Miriam and Gondan, Matthias (2012) Fast and accurate calculations for cumulative first-passage time distributions in Wiener diffusion models. JOURNAL OF MATHEMATICAL PSYCHOLOGY, 56 (6). pp. 470-475. ISSN 0022-2496,

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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, 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.

Item Type: Article
Uncontrolled Keywords: RESPONSE-TIME; DECISION-MAKING; PARAMETERS; Diffusion model; Wiener process; First passage times; Response times
Subjects: 100 Philosophy & psychology > 150 Psychology
Divisions: Human Sciences > Institut für Psychologie
Human Sciences > Institut für Psychologie > Lehrstuhl für Psychologie I (Allgemeine Psychologie I und Methodenlehre) - Prof. Dr. Mark W. Greenlee
Depositing User: Dr. Gernot Deinzer
Date Deposited: 30 Apr 2020 12:20
Last Modified: 30 Apr 2020 12:20
URI: https://pred.uni-regensburg.de/id/eprint/17612

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