Even faster and even more accurate first-passage time densities and distributions for the Wiener diffusion model

Publikation: Bidrag til tidsskriftTidsskriftartikelForskningfagfællebedømt


The Wiener diffusion model with two absorbing barriers is often used to describe response times and error probabilities in two-choice decisions. Different representations exist for the density and cumulative distribution of first-passage times, all including infinite series, but with different convergence for small and large times. We present a method that controls the approximation error of the small-time representation that occurs due to finite truncation of these series. Our approach improves and simplifies related work by Navarro and Fuss (2009) and Blurton et al. (2012, both in the Journal of Mathematical Psychology).
TidsskriftJournal of Mathematical Psychology
Sider (fra-til)20-22
Antal sider3
StatusUdgivet - 2014

Antal downloads er baseret på statistik fra Google Scholar og www.ku.dk

Ingen data tilgængelig

ID: 111026778