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Mean recurrence time
...
Mathematics
Area of mathematics
Probability and statistics
Probability theory
Markov chain
First return time
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Words: 21
The mean recurrence time of
i
is
E
i
T
i
+
. In a finite irreducible
Markov chain
with
stationary distribution
π
, it equals
1/
π
i
.
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First return time
Markov chain
Probability theory
Probability and statistics
Area of mathematics
Mathematics
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