For a finite Markov chain in which an absorbing state is accessible from every state, order the nonabsorbing states first and writeHere is the identity matrix and is the matrix inverse of . With the first hitting time of the absorbing set,Thus gives the expected occupation count before absorption, including the initial visit; is the absorption probability of state ; and is the expected hitting time of the absorbing set. The vector has every entry one. See Grinstead and Snell, section 11.2, theorems 11.4-11.6.
For the toy routine in absorbing state, direct matrix multiplication givesThe first row of says that starting at gives visits to and to before termination. Their sum is the mean duration . The identities , , and independently verify the inverse, outcome, and duration calculations. The absorbing set must be reachable from every state for these finite formulas: applying them to all nonabsorbing states in the closed-cycle example would leave a persistent cycle in and make singular.
Past exam of the mathematics course of the University of Cambridge 2007 iii Paper 38 1 Solution Created 2026-10-03 Updated 2026-10-14
Write for an edge conductance and . Take , as implicit in a unit source-to-sink electrical network. An oriented current flow is antisymmetric, . Kirchhoff's first law is conservation of current: at every vertex other than the source and sink, with the divergences there equal to the prescribed total flow and its negative. Kirchhoff's second law says that the sum of oriented voltage drops around any closed cycle is zero. Ohm's law isThus the resistance of an edge is , and the cycle law reads for .
Let . Its expectation is finite. Indeed, from each state there is a path to of length at most with positive probability; finiteness gives a common lower bound on reaching within that many steps. The Markov property then gives , proving the assertion. Define the expected occupation count before absorptionConditional expectation at every pre-stopping visit to gives for the number of directed traversals. Hence the expected signed count isThis proves Ohm's law with voltage , grounded at . Summing its voltage drops along a cycle telescopes, proving Kirchhoff's second law.
For Kirchhoff's first law, count entrances and exits on each stopped path. Their net difference at is the initial indicator minus the final indicator. Taking expectations,Thus the source emits exactly one unit, the sink receives one unit, and all other vertices conserve current.
We also establish the uniqueness required for the conclusion. The cycle law implies that edge voltage drops are differences of vertex potentials: define a potential by summing drops along a path to , and cycle sums make this independent of the path. If two unit flows obey both laws, their difference has the form with zero divergence at every vertex. ThereforeStrict positivity of the conductances and connectedness force to be constant, so . We conclude the electrical current from stopped random-walk traversals identity