First passage and recurrence distributions

Abstract

designated by 0, 1, 2, • • • , and with transition probabilities independent of time. Letting xo, xu ■ ■ ■ be the states after 0, 1, • • • steps, we define (1.1) PM(i,j) = P(xn =j\\x0=i), n- 0, 1,. • •, where P(^4|ß) stands for the conditional probability of A, given B. We as-