Welcome!

Return to the list of equations

Variance of the Residence Times

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

Output: Var[Dij], where Dij = Residence Time of the process in state j given X(0) = i for all i, j in the set T.

Input: V = Submatrix of transition rates between transient states of the generator matrix Q.

V =

Results will appear below.

Results