Ergodicity and limit theorems for degenerate diffusions with time periodic drift. Applications to a stochastic Hodgkin-Huxley model

TL;DR

This paper establishes criteria for positive Harris recurrence of degenerate, time-periodic diffusions and applies these results to analyze the long-term behavior of a stochastic Hodgkin-Huxley neuron model with periodic input.

Contribution

It introduces new criteria for recurrence of degenerate diffusions with periodic drift and applies them to a neuron model to derive long-term activity laws.

Findings

Criteria for positive Harris recurrence of time-periodic diffusions.

Application of criteria to a stochastic Hodgkin-Huxley neuron model.

Proof of long-term spiking activity laws for the neuron.

Abstract

We formulate simple criteria for positive Harris recurrence of strongly degenerate stochastic differential equations with smooth coefficients when the drift depends on time and space and is periodic in the time argument. There is no time dependence in the diffusion coefficient. Our criteria rely on control systems and the support theorem, existence of an attainable inner point of full weak Hoermander dimension and of some Lyapunov function. Positive Harris recurrence enables us to prove limit theorems for such diffusions. As an application, we consider a stochastic Hodgkin-Huxley model for a spiking neuron including its dendritic input. The latter carries some deterministic periodic signal coded in its drift coefficient and is the only source of noise for the whole system. This amounts to a 5d SDE driven by 1d Brownian motion for which we can prove positive Harris recurrence using our criteria. This approach provides us with laws of large numbers which allow to describe the spiking activity of the neuron in the long run.