Diffusion Processes and Related Topics in Biology by Luigi M. Ricciardi

By Luigi M. Ricciardi

These notes are according to a one-quarter direction given on the division of Biophysics and Theoretical Biology of the collage of Chicago in 1916. The path was once directed to graduate scholars within the department of organic Sciences with pursuits in inhabitants biology and neurobiology. just a moderate acquaintance with likelihood and differential equations is needed of the reader. workouts are interwoven with the textual content to inspire the reader to play a extra lively position and hence facilitate his digestion of the cloth. One goal of those notes is to supply a heuristic technique, utilizing as little arithmetic as attainable, to yes features of the idea of stochastic techniques which are being more and more hired in a few of the inhabitants biol­ ogy and neurobiology literature. whereas the topic can be classical, the nov­ elty right here lies within the procedure and viewpoint, really within the applica­ tions reminiscent of the method of the neuronal firing challenge and its comparable dif­ fusion approximations. it's a excitement to thank Professors Richard C. Lewontin and Arnold J.F. Siegert for his or her curiosity and aid, and Mrs. Angell Pasley for her first-class and cautious typing. I . PRELIMINARIES 1. Terminology and Examples give some thought to an test laid out in: a) the experiment's results, ~, forming the gap S; b) yes subsets of S (called occasions) and by way of the chances of those events.

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Make use of this result to determine the probability mass function i=l J. f. v. 's xi. for the total number N of events occurring in time T due to the superposition of m Poisson processes with rates a l ,a 2 , • •• ,am' respectively. Find also E(N) and Var(N) • Exercise 2. v. 's is the sum of their respective variances. v. f. fx(t). v. v. f. There is, indeed, a one-to-one correspondence between distribution functions and characteristic functions. e. when fx(t) exists) we see that cf>x(u) can be interpreted as the inverse Fourier-transform of fx(t), so that .

As in b. 11). d. One or both boundaries are regular. In this case neither Eqs. 11) alone. Boundary con- ditions also have to be imposed. Of the various boundary conditions one can associate with the diffusion equations at a regular boundary r i the following two are particularly interesting. 1. • probability at the boundaries. ). 21), using the stationarity assumption, we 49 thus obtain the following boundary condition: lim { x-+-r. -f- [a(x}f(x,tlx aX 0 }) - b(x}f(x,tlx } } 0 = O. 14) l. 2. 15) l.

1). f. of a process X(t) does not imply that X(t) itself is stationary. f. 's are invariant under time shifts. 52 Fig. 1. Exercise 1. f. for the Wiener process Use Eq. f. 6) under the assumption that Exercise 2. ~! vanishes at ± ~. The general solution of Eq. f. f. 15) of Ch. f. with mean m = x o and variance V(t) agreement with our previous conclusion. f. 4), takes a value somewhere in the fixed finite interval (a,b). P(a,b) This is: 2 _1. 10) where a(t) = (a-xo )[2V(t)]-1/2 and S(t) = (b-x0 )[2V(t)]-1/2.

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Diffusion Processes and Related Topics in Biology by Luigi M. Ricciardi
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