Collective marks and first passage times

2019/08/12 by ZHANG, Yiping, HLYNKA, Myron, BRILL, Percy H.
#60J05 #60J22 #FOS: Mathematics #Probability (math.PR)

paper · doi:10.48550/arxiv.1908.04370

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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