mean First Passage Times
Entry (i, j) is the expected number of transitions to reach state j+1 for the first time, having started in state i+1. The diagonal holds the mean recurrence times, the expected number of transitions to return to a state, which is the reciprocal of that state's stationary probability.
Requires an irreducible chain, since otherwise some state is unreachable from some other and the expectation is infinite.