FirstPassageTimeDistribution

FirstPassageTimeDistribution[mproc,f] represents the distribution of times for the Markov process mproc to pass from the initial state to final states f for the first time.

Examples

Create a first passage time distribution:

proc = DiscreteMarkovProcess[1, {{0.5, 0.5}, {0.3, 0.7}}];
dist = FirstPassageTimeDistribution[proc, {2}]

Compute mean first passage time:

Mean[dist]

Please visit the official Wolfram Language Reference for more details.