Mean holding time from a transition intensity matrix
= Mean holding time from a transition intensity matrix
{title2=$E(T_r)=-1/q_{rr}$}
A state's <holding time> in a time-homogeneous <continuous-time Markov chain> is exponentially distributed with rate $-q_{rr}>0$. Its mean is $-1/q_{rr}$; the <probability> that its next jump is to state $s$ is $q_{rs}/(-q_{rr})$. An absorbing state has infinite holding time.