First passage time density for the Ehrenfest model
We derive an explicit expression for the probability density of the first passage time to
state 0 for the Ehrenfest diffusion model in continuous time.
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|Subjects:||Australian and New Zealand Standard Research Classification > MATHEMATICAL SCIENCES (010000) > STATISTICS (010400) > Applied Statistics (010401)|
|Divisions:||Past > QUT Faculties & Divisions > Faculty of Science and Technology|
|Copyright Owner:||Copyright 2007 (The authors)|
|Deposited On:||28 Mar 2007|
|Last Modified:||09 Jun 2010 22:38|
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