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Expected hitting time
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Mathematics
Area of mathematics
Probability and statistics
Probability theory
Markov chain
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Words: 26
For a target set
A
, the expected hitting time
g
(
i
)
=
E
i
T
A
satisfies
g
=
0
on
A
and
g
(
i
)
=
1
+
∑
j
P
ij
g
(
j
)
(102)
outside
A
, whenever the expectation is finite.
Ancestors
(6)
Markov chain
Probability theory
Probability and statistics
Area of mathematics
Mathematics
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(2)
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