First-passage-time moments of Markov processes

DOI10.2307/3213962zbMath0576.60065OpenAlexW4246373126MaRDI QIDQ3696252

David D. W. Yao

Publication date: 1985

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/3213962

zbMATH Keywords

fundamental matrixgeneralized inversematrix analysisfirst-passage times

Mathematics Subject Classification ID

Theory of matrix inversion and generalized inverses (15A09) Continuous-time Markov processes on discrete state spaces (60J27)

Related Items (6)

First exit times for integer valued continuous time markov chains ⋮ Optimal models for the first arrival time distribution function in continuous time -- with a special case ⋮ Supervisory control to maximize mean time to failure in discrete event systems ⋮ Transient analysis of finite state birth and death process with absorbing boundary states ⋮ The first-passage times of phase semi-Markov processes ⋮ Numerical approximation of probability mass functions via the inverse discrete Fourier transform

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