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Mean Residence Times

Let: T = Set of Transient States
       Tc= Set of Recurrent States

Output: E[Nij], where Nij = Number of time the process enters state j given Xo = i for all i, j in the set of T.

Input: Q = submatrix of transion probabilities between transient states of the one-step transition probability matrix P.

Canonical form of the matrix

Q =

Results will appear below.