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