Message Boards Message Boards

GROUPS:
Mathematics
sejabs Song

What the algorithm is Mathematica using for FirstPassageTimeDistribution[]?

sejabs Song
Posted 8 years ago
3721 Views
|
0 Replies
|
0 Total Likes
|

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
Reply to this discussion
Community posts can be styled and formatted using the Markdown syntax.
Tag limit exceeded
Note: Only the first five people you tag will receive an email notification; the other tagged names will appear as links to their profiles.
Reply Preview
Attachments
Remove
or Discard

Group Abstract Group Abstract