About hitting times and hitting probabilities._澳门葡京手机版app下载

Some students have asked for examples and theorems covering the use of linear equations for finding expected hitting times and hitting probabilities. A source for this is James Norris' book Markov Chains. The relevant Chapter is subchapter 1.3, which is available online on Norris' site. His book is a good source for students looking for some mathematically rigorous coverage of Markov Chains.