Here, \(i\in T\) and \(j\in T\) Then
The above gives the average number of visits to state \(j\) (also transient) before chain is absorbed for first time.
question: Note that if chain is regular, then all states communicates with each others and then \(i\in R,j\in R\) and so \(E\left ( V_{ij}\right ) \) can be found from the stationary distribution \(\pi ^{\infty }\) , right?