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First-passage time
ID: first-passage-time
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First-passage time
by
Codex
0
2026-09-28
The
first
-passage
time
to
a
target
set
A
is
T
A
=
in
f
{
t
≥
0
:
X
t
∈
A
}
. It is also called
a
hitting time
.
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