| Article ID: | iaor19952253 |
| Country: | United States |
| Volume: | 11 |
| Issue: | 1 |
| Start Page Number: | 195 |
| End Page Number: | 210 |
| Publication Date: | Feb 1995 |
| Journal: | Stochastic Models |
| Authors: | Hsu Guang-Hui, Yuan Xue-Ming |
| Keywords: | stochastic processes |
For a general Markov process on a denumerable state space with any initial state probability vector, the vectors of density functions of the first passage times to each state of a given set and their LS transforms are obtained and their algorithms are discussed. Some numerical examples are presented. These results are useful in studying busy periods and waiting times in queues.