Collective marks and first passage times
Probability
2019-08-14 v1
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.
Keywords
Cite
@article{arxiv.1908.04370,
title = {Collective marks and first passage times},
author = {Yiping ZHANG and Myron HLYNKA and Percy H. BRILL},
journal= {arXiv preprint arXiv:1908.04370},
year = {2019}
}
Comments
5 pages