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

TY - JOUR

T1 - Even faster and even more accurate first-passage time densities and distributions for the Wiener diffusion model

AU - Gondan, Matthias

AU - Blurton, Steven Paul

AU - Kesselmeier, Miriam

PY - 2014/6

Y1 - 2014/6

N2 - 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).

AB - 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).

U2 - 10.1016/j.jmp.2014.05.002

DO - 10.1016/j.jmp.2014.05.002

M3 - Journal article

SN - 0022-2496

VL - 60

SP - 20

EP - 22

JO - Journal of Mathematical Psychology

JF - Journal of Mathematical Psychology

ER -