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.