First-passage-time density
= First-passage-time density
{title2=$f_\tau(t)$}
When a <first-passage time> $\tau$ has an absolutely continuous distribution, its density is $f_\tau(t)=-S'(t)$, where $S(t)=\mathbb P(\tau>t)$ is its <survival function>. In a <continuous-time Markov chain>, this density is the total probability flux from surviving states into the absorbing set.