Waiting time to absorption. For transient E, let Y, be the time when the system for the first time passes into a persistent state. Assuming that the probability of staying forever in transient states is zero, prove that d = E(Y,) is uniquely determined as the solution of the system of linear equations d = Pivdy + 1, T the summation extending over all such that E, is transient. However, d need not be finite.