文章基本信息
- 标题：First Passage and Collective Marks
- 本地全文：下载
- 作者：Yiping Zhang ; Myron Hlynka ; Percy Brill 等
- 期刊名称：International Journal of Statistics and Probability
- 印刷版ISSN：1927-7032
- 电子版ISSN：1927-7040
- 出版年度：2019
- 卷号：8
- 期号：6
- 页码：47-50
- DOI：10.5539/ijsp.v8n6p47
- 出版社：Canadian Center of Science and Education
- 摘要：
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.
- 关键词：Markov chains; first passage times; collective marks
