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Mapping absorption processes onto a Markov chain, conserving the mean first passage time - MaRDI portal

Mapping absorption processes onto a Markov chain, conserving the mean first passage time (Q4917567)

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scientific article; zbMATH DE number 6159860
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Mapping absorption processes onto a Markov chain, conserving the mean first passage time
scientific article; zbMATH DE number 6159860

    Statements

    Mapping absorption processes onto a Markov chain, conserving the mean first passage time (English)
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    2 May 2013
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    Markov chain
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    mean first passage time (MFPT)
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    Brownian motion
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