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First Passage Probabilities

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

Output: The first passage probabilities to recurrent state j given X(0) = i, for all in the set T and j in the set Tc.

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

V =

R =

Results will appear below.

Results