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Expected occupation count before absorption

The expected number

u (i)

of visits to a state

k

before absorption satisfies the reward equation

u (i) = 1_{{i = k}} + \sum_{j} P_{ij} u (j),

with zero boundary data at absorbing states where counting stops.

Table of contents 80 1
- Four-state reflecting absorbing random walk Expected occupation count before absorption 53

 Ancestors (6)