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$E\left[T_j |X_0=i,X_1=k\right]$ \left\ space{\begin{matrix} 1+U_{kj} \space\ k\neq j & \\ 1 \space\ k=j &\end{matrix}\right.

Does this mean that the number of steps it takes to get back to state T_j is 1 +U_kj? I'm not entirely sure what this definition means, from sources online it somewhat describes it as this. Could someone give me a bit more insight in to what it actually means? thanks sorry about the formatting I tried to copy it from a coding website ....

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  • $\begingroup$ Maybe someone else recognizes this notation instantly, but I would need more context. What book? What topics just before this? $\endgroup$
    – BruceET
    Mar 22, 2015 at 6:32
  • $\begingroup$ it's from my lecture notes I have an exam in a few weeks and would like to be able to understand it. $\endgroup$
    – Nessa
    Mar 22, 2015 at 10:09

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