Write and . The master equation balances the transitions at rate , at rate , and at rate :for , with .
For zero products, put andThe initial conditions are and . Eliminating givesThereforeand using gives
Before the first product forms, the system is in either or . Product formation is possible only through , so the first-passage-time density is the outgoing probability fluxEquivalently, the survival function is and its negative derivative is this density.
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