Editing Markov chain (section)

====Expected hitting times====
For a subset of states ''A''&nbsp;⊆&nbsp;''S'', the vector ''k''<sup>''A''</sup> of hitting times (where element <math> k_i^A </math> represents the [[expected value]], starting in state ''i'' that the chain enters one of the states in the set ''A'') is the minimal non-negative solution to<ref name="norris2">{{cite book|title=Markov Chains|year=1997|isbn=9780511810633|pages=108–127|chapter=Continuous-time Markov chains II|doi=10.1017/CBO9780511810633.005|last1=Norris|first1=J. R.|author-link1=James R. Norris}}</ref>

:<math>\begin{align}
k_i^A = 0 & \text{ for } i \in A\\
-\sum_{j \in S} q_{ij} k_j^A = 1&\text{ for } i \notin A.
\end{align}</math>