Fast and accurate calculations for cumulative first-passage time distributions in Wiener diffusion models

Research output: Contribution to journalJournal articleResearchpeer-review


We propose an improved method for calculating the cumulative first-passage time distribution in Wiener diffusion models with two absorbing barriers. This distribution function is frequently used to describe responses and error probabilities in choice reaction time tasks. The present work extends related work on the density of first-passage times [Navarro, D.J., Fuss, I.G. (2009). Fast and accurate calculations for first-passage times in Wiener diffusion models. Journal of Mathematical Psychology, 53, 222-230]. Two representations exist for the distribution, both including infinite series. We derive upper bounds for the approximation error resulting from finite truncation of the series, and we determine the number of iterations required to limit the error below a pre-specified tolerance. For a given set of parameters, the representation can then be chosen which requires the least computational effort.
Original languageEnglish
JournalJournal of Mathematical Psychology
Issue number6
Pages (from-to)470-475
Number of pages6
Publication statusPublished - 2012

Number of downloads are based on statistics from Google Scholar and

No data available

ID: 48907981