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FirstPassageTimeDistribution

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First passage or return time distribution of a Markov process

FirstPassageTimeDistribution[mproc, f]
taxi = DiscreteMarkovProcess[2, {{3 / 4, 1 / 4}, {1, 0}}]; Mean[FirstPassageTimeDistribution[taxi, 2]] → 5
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DiscreteMarkovProcessContinuousMarkovProcessExponentialDistributionErlangDistributionGammaDistributionCoxianDistributionHyperexponentialDistributionHypoexponentialDistributionFailureDistributionFindMaximumFlowFindMinimumCostFlowFindPostmanTour

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