Abstract
The results obtained so far concern irreducible recurrent hmcs. They must be completed by the study of chains with several communication classes. A typical question is: What is the probability of being absorbed by a given recurrent class when starting from a given transient state? This kind of problem was previously addressed in Chapter 2 in terms of first-step analysis (see, for instance, the tennis Examples 2.2.13 and 2.2.12).
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Brémaud, P. (2020). Absorption and Passage Times. In: Markov Chains. Texts in Applied Mathematics, vol 31. Springer, Cham. https://doi.org/10.1007/978-3-030-45982-6_6
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DOI: https://doi.org/10.1007/978-3-030-45982-6_6
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