Search arXivSearch

arXiv · 2205.05191

Metastability in a Stochastic System of Spiking Neurons with Leakage

Abstract

We consider a finite system of interacting point processes with memory of variable length modeling a finite but large network of spiking neurons with two different leakage mechanisms. Associated to each neuron there are two point processes, describing its successive spiking and leakage times. For each neuron, the rate of the spiking point process is an exponential function of its membrane potential, with the restriction that the rate takes the value 0 when the membrane potential is 0. At each spiking time, the membrane potential of the neuron resets to 0, and simultaneously, the membrane potentials of the other neurons increase by one unit. The leakage can be modeled in two different ways. In the first way, at each occurrence time of the leakage point process associated to a neuron, the membrane potential of that neuron is reset to 0, with no effect on the other neurons. In the second way, if the membrane potential of the neuron is strictly positive, at each occurrence time of the leakage point process associated to that neuron, its membrane potential decreases by one unit, with no effect on the other neurons. In both cases, the leakage point process of the neurons has constant rate. For both models, we prove that the system has a metastable behavior as the population size diverges. This means that the time at which the system gets trapped by the list of null membrane potentials suitably re-scaled converges to a mean one exponential random time.

Explore related subjects

Keep this discovery

BibTeXRIS

Kádmo de S. Laxa. 2022-05-10. Metastability in a Stochastic System of Spiking Neurons with Leakage. https://doi.org/10.1007/s10955-022-03035-w

Cite the original work for its findings. Save a collection to share your selection of sources.

KEEP EXPLORING

Related papers

Averaging principles for nonautonomous multiscale stochastic Burgers equations with reflection

In this paper, we study averaging principles for nonautonomous multiscale stochastic Burgers equations with reflection. First, we derive a general averaging principle applicable to such equations under minimal assumptions. Subsequently, since the coefficients of the obtained averaged equation still depend on the small scaling parameter $\e$, we impose either periodic or asymptotic conditions on the coefficients, thereby obtain two distinct averaged equations whose coefficients are independent of $\e$ and establish two averaging principles. Stopping times and Khasminskii's time discretization schemes play an important role. Finally, a concrete example is provided to illustrate the applicability and validity of the theoretical results.

math.PR

Spectral properties of Random Matrices

We give the theoretical foundations of random matrix theory through the definitions of a random matrix, a random probability measure and the corresponding empirical spectral distribution. The technical tool we use is the Stieltjes transform method through which we prove optimal convergence of the empirical spectral distribution of random sample covariance matrices to the deterministic Marchenko-Pastur distribution. We also give new results about the rigidity of the eigenvalues of this random sample covariance matrix and the rate of their convergence. We then define the Dyson equation method to prove new local laws about a random matrix model that interpolates between the Marchenko-Pastur distribution, the elliptical law and the circular law. Through our work these local laws can be considered universal.

math.PR

Moments approach for the elephant random walk

We discuss the method of moments for the one-dimensional elephant random walk (ERW). We first derive a differential recurrence relation for the characteristic function of the ERW, which yields a corresponding system of recurrence relations for its moments. We then obtain asymptotic approximations for the moments in each of the three parameter regimes of the ERW. Finally, by establishing the convergence of the moments and verifying the corresponding moment-determinacy conditions, we identify the limiting distributions of the ERW in each regime.

math.PR