If we add up the values in the n rows of the fundamental matrix for a Markov process with absorbing states, what is the result?
A)The rows each add to 1.
B)The limiting probability for each state.
C)A meaningless number.
D)The mean time until absorption for each state.

Question

Quizplus · Accepted Answer

The fundamental matrix in a Markov process with absorbing states represents the expected number of times the process is in each transient state before being absorbed. Therefore, adding up the values in the rows of the fundamental matrix gives the mean time until absorption for each state.

If We Add Up the Values in the N Rows