First Passage and Collective Marks

Yiping Zhang, Myron Hlynka and Percy H. Brill

International Journal of Statistics and Probability, 2019, vol. 8, issue 6, 47

Abstract: Probability generating functions for first passage times of Markov chains are found using the method of collective marks. A system of equations is found which can be used to obtain moments of the first passage times. Second passage probabilities are discussed.

Date: 2019
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