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Mean recurrence time
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Area of mathematics
Probability and statistics
Probability theory
Markov process
Markov chain
First return time
Created
2026-09-24
Updated
2026-10-03
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The
mean recurrence time
of
i
is
E
i
T
i
+
. In
a
finite irreducible
Markov chain
with
stationary distribution
π
, it equals
1/
π
i
.
Ancestors
(8)
First return time
Markov chain
Markov process
Probability theory
Probability and statistics
Area of mathematics
Mathematics
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