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arXiv · 1908.04370

Collective marks and first passage times

Yiping ZHANG·Myron HLYNKA·Percy H. BRILL
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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.

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Yiping ZHANG, Myron HLYNKA, Percy H. BRILL. 2019-08-12. Collective marks and first passage times. https://arxiv.org/abs/1908.04370

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