Geometric return count before absorption

ID: geometric-return-count-before-absorption

Start a Markov chain at a nonabsorbing state . If each departure from has probability of absorption before the next return, the Strong Markov property makes the number of visits to , including the initial one, a positive-integer geometric random variable of parameter . For a continuous-time Markov chain whose holding times at are independent rate- exponentials, independently of the embedded jump chain, the total occupation time at is a sum of such holding times and has expected value .

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