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Matrices of transition probabilities

Markov chain. Absorbing states and absorbing Markov chains A state i is called absorbing if pi,i = 1, that is, if the chain must stay in state i forever once it has visited that state. Equivalently, pi,j = 0 for all j ­ i. In our random walk example, states 1 and 4 are absorb-ing; states 2 and 3 are not.

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  Chain, Transition, Matrices, Probabilities, Markov, Markov chain, Matrices of transition probabilities

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