- Hands-On Markov Models with Python
- Ankur Ankan Abinash Panda
- 70字
- 2021-07-23 19:12:04
Mean recurrence time
The first-return time for the initial state i is also known as the hitting time. It was represented using the random variable Ti in the previous section. The mean recurrence time of state i is defined as its expected return time:

If the mean recurrence time, Mi, is finite, the state is called positive recurrent, otherwise it is called null recurrent.
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