First Passage and Collective Marks

  •  Yiping Zhang    
  •  Myron Hlynka    
  •  Percy H. Brill    


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.

This work is licensed under a Creative Commons Attribution 4.0 License.
  • ISSN(Print): 1927-7032
  • ISSN(Online): 1927-7040
  • Started: 2012
  • Frequency: bimonthly

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