#StackBounty: #markov-process Spread of number of steps to reach absorbing state in markov chain

Bounty: 50

I know how to calculate the variance of the number of steps in an absorbing markov chain. However, I am not sure that the distribution of the number of steps is normal. Therefore I would like to express the spread as percentiles, e.g. 5% percentile and 95% percentile. Is there any computatial efficient way how to do this?

Get this bounty!!!

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