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First passage time density for the Ehrenfest model

Flegg, Mark B. & Pollett, Philip K. (2007) First passage time density for the Ehrenfest model. (Unpublished)

Abstract

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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Full-text downloads:

160 since deposited on 28 Mar 2007
8 in the past twelve months

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ID Code: 6702
Item Type: Other
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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