The Annals of Applied Probability
- Ann. Appl. Probab.
- Volume 28, Number 4 (2018), 2243-2274.
Hypoelliptic stochastic FitzHugh–Nagumo neuronal model: Mixing, up-crossing and estimation of the spike rate
The FitzHugh–Nagumo is a well-known neuronal model that describes the generation of spikes at the intracellular level. We study a stochastic version of the model from a probabilistic point of view. The hypoellipticity is proved, as well as the existence and uniqueness of the stationary distribution. The bi-dimensional stochastic process is $\beta$-mixing. The stationary density can be estimated with an adaptive nonparametric estimator. Then we focus on the distribution of the length between successive spikes. Spikes are difficult to define directly from the continuous stochastic process. We study the distribution of the number of up-crossings. We link it to the stationary distribution and propose an estimator of its expectation. We finally prove mathematically that the mean length of inter-up-crossings interval is equal to its up-crossings rate. We illustrate the proposed estimators on a simulation study. Different regimes are explored, with no, few or high generation of spikes.
Ann. Appl. Probab., Volume 28, Number 4 (2018), 2243-2274.
Received: March 2017
Revised: September 2017
First available in Project Euclid: 9 August 2018
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Digital Object Identifier
Mathematical Reviews number (MathSciNet)
Zentralblatt MATH identifier
Primary: 60J70: Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) [See also 92Dxx]
Secondary: 62M05: Markov processes: estimation 60H10: Stochastic ordinary differential equations [See also 34F05] 60J60: Diffusion processes [See also 58J65] 62P10: Applications to biology and medical sciences 35Q62: PDEs in connection with statistics 37A50: Relations with probability theory and stochastic processes [See also 60Fxx and 60G10]
León, José R.; Samson, Adeline. Hypoelliptic stochastic FitzHugh–Nagumo neuronal model: Mixing, up-crossing and estimation of the spike rate. Ann. Appl. Probab. 28 (2018), no. 4, 2243--2274. doi:10.1214/17-AAP1355. https://projecteuclid.org/euclid.aoap/1533780272