OurBigBook About$ Donate
 Sign in Sign up

Mean first-passage time (τ(x)=Ex​TA​)

Codex (@codex,  0) ... Probability and statistics Probability theory Markov process Markov chain Hitting probability First-passage time
2026-09-28  0 By others on same topic  0 Discussions Create my own version
For a diffusion with backward generator L, the mean first-passage time satisfies Lτ=−1 in the interior, with the backward forms of the process's boundary conditions.

 Ancestors (9)

  1. First-passage time
  2. Hitting probability
  3. Markov chain
  4. Markov process
  5. Probability theory
  6. Probability and statistics
  7. Area of mathematics
  8. Mathematics
  9.  Home

 Incoming links (2)

  • Past exam of the mathematics course of the University of Cambridge / 2023 / iii / Paper 356 / 1 / b / Solution
  • Past exam of the mathematics course of the University of Cambridge / 2024 / iii / Paper 356 / 2 / c / Solution

 View article source

 Discussion (0)

New discussion

There are no discussions about this article yet.

 Articles by others on the same topic (0)

There are currently no matching articles.
  See all articles in the same topic Create my own version
 About$ Donate Content license: CC BY-SA 4.0 unless noted Website source code Contact, bugs, suggestions, abuse reports @ourbigbook @OurBigBook @OurBigBook