%0 Journal Article
%T First passage times for multidimensional denumerable state Markov processes<br>
%A Guanghui Xu
%A Deju Xu
%A <br>
%J 科学通报(英文版)
%D 1999
%I 
%X For a general multidimensional denumerable state Markov process with any initial state probability vector, the probability density function and its LS transform of the first passage time to a certain given state set are obtained and the algorithms for them are derived. It is proved that the resulting errors of the algorithms are both uniform in their respective arguments. Some numerical results are presented.
%K multidimensional denumerable state Markov process
%K first passage time
%K uniformization
%K uniform error<br>
%U http://www.alljournals.cn/get_abstract_url.aspx?pcid=01BA20E8BA813E1908F3698710BBFEFEE816345F465FEBA5&cid=96E6E851B5104576C2DD9FC1FBCB69EF&jid=DD6615BC9D2CFCE0B6F945E8D5314523&aid=1B8B42C11701FDED8235AD88CA6D4DA0&yid=B914830F5B1D1078&vid=1AE5323881A5ECDC&iid=708DD6B15D2464E8&sid=714E16F7CF56F343&eid=714E16F7CF56F343&journal_id=1001-6538&journal_name=科学通报(英文版)&referenced_num=1&reference_num=15