Figure 1.
Illustration of the key ideas for computation of FPT properties of the multistage model with piecewise constant drift and thresholds. The distribution of evidence x(ti) conditioned on no decision until ti serves as the distribution of initial condition for the i-th stage process. If threshold ζi+1 < ζi, then probability of instantaneous decision at time ti is computed as the probability of x(ti) conditioned on no decision until ti not belonging to the set (−ζi, ζi). If threshold ζi+1 > ζi, then there is no instantaneous decision and only the support of x(ti) conditioned on no decision until ti is increased to (−ζi+1, ζi+1).