On the Expectation of the First Exit Time of a Nonnegative Markov Process Started at a Quasistationary Distribution

Moshe Pollak, Alexander Tartakovsky

Let {M_n}_{n\ge 0}$ be a nonnegative Markov process with stationary transition probabilities. The quasistationary distributions referred to in this note are of the form Q_A(x) = li…