FirstPassageTimeDistribution

FirstPassageTimeDistribution[mproc, f]
represents the distribution of times for the Markov process mproc to pass from the initial state to final states f for the first time.

DetailsDetails

ExamplesExamplesopen allclose all

Basic Examples (1)Basic Examples (1)

Compute the mean, variance, and PDF for the number of steps needed to go to state 3:

In[1]:=
Click for copyable input
In[2]:=
Click for copyable input

Probability density function:

In[3]:=
Click for copyable input
Out[3]=
In[4]:=
Click for copyable input
Out[4]=

Cumulative distribution function:

In[5]:=
Click for copyable input
Out[5]=
In[6]:=
Click for copyable input
Out[6]=

Mean time to first passage and variance:

In[7]:=
Click for copyable input
Out[7]=
In[8]:=
Click for copyable input
Out[8]=
New in 9
New to Mathematica? Find your learning path »
Have a question? Ask support »