First Passage and Collective Marks

Yiping Zhang; Myron Hlynka; Percy Brill

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First Passage and Collective Marks

机译：第一段和集体标记

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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.

机译：利用集体标记的方法，找到了马尔可夫链的第一通道时间的概率产生功能。找到一个方程系统，其可用于获得第一通道时间的时刻。讨论了第二个通行概率。

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《International Journal of Statistics and Probability》 |2019年第6期|共4页
作者
Yiping Zhang; Myron Hlynka; Percy Brill;
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Markov chainsfirst passage timescollective marks;

机译：马尔可夫ChainsFirst段落时间表标记;

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First Passage and Collective Marks

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