Given a finite Markov chain $X(t)$ with a known generator $Q$.
What is the mean time for the Markov chain to stay at a given state $i$?
Is the mean time to stay at $i$ just the reciprocal of $-Q_{i,i}$ ?
Can you please point to a reference.
Given a finite Markov chain $X(t)$ with a known generator $Q$.
What is the mean time for the Markov chain to stay at a given state $i$?
Is the mean time to stay at $i$ just the reciprocal of $-Q_{i,i}$ ?
Can you please point to a reference.
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