Let {Xnā},nā„0 be MC with the state space S. Let iāS be a state. Denote Ti(r)ā to be the rth passage time to i. Specifically, let Ti(0)ā=0, and for rā„0, Ti(r+1)ā=inf{n>Ti(r)ā:Xnā=i}
Let iāS and rā„1. Then 1. For rā„1, P(Ti(r+1)ā<āā£Ti(r)ā<ā)=Piā(Ti(1)ā<ā)=hiāor the probability that we pass state i again given we did it r times is equivalent to probability that starting from i we return to i which is equivalent to the Hitting Time. 2. Consequently, rā„0, Piā(Ti(r)ā<ā)=(Piā(Ti(1)ā<ā))r=(hiā)r