Sojourn Times - Yousef's Notes
Sojourn Times

Sojourn Times

The sojourn time is the time from when a Markov Chain reaches a certain state to when in leaves that state and it is usually denoted as $\tau_i$ for state $i$. $$ \tau_i \sim \text{Geom}(1 - q_{ii}) $$ and therefore $$ E(\tau_i) = \frac{1}{1 - q_{ii}} $$