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What the algorithm is Mathematica using for FirstPassageTimeDistribution[]?

Posted 9 years ago

I have faced a continous time markov chain (CTMC) problem and need to compute the first passage time distribution. I want to know What algorithm is Mathematica 9 using for FirstPassageTimeDistribution[] in CTMC. Is it attempting to use PseudoInverse[] on the Laplacian of the graph underlying the discrete Markov process?

POSTED BY: sejabs Song
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