First Passage and Collective Marks
- Yiping Zhang
- Myron Hlynka
- Percy H. Brill
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.
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- DOI:10.5539/ijsp.v8n6p47
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