Verb as a noun: ma-infinitive

Infinitives are verb forms, which don't conjugate in person. There are 5 infinitives in total (see an article about the 1st infinitive). The third infinitive (or ma-infinitive) behave like nouns and can have location case endings.

Missä olit? Olin lukemassa.
Where were you? I was reading.
Minne menet? Menen nukkumaan.
Where do you go? I'll go to sleep.
Mistä tulet? Tulen pelaamasta.
Where are you coming from? I'm coming from the game (playing).
Tule pelaamaan meidän kanssa krokettia!
Come to play croquet with us!

Ma-infinitive is formed from the stem of the 3rd person plural by adding -ma/-mä + case ending. It can have inessive, elative and illative case, and thus it answers the question where?, where to? and from where?

3rd infinitive conjugations
luke-vat -> lukemassa
lukemasta
lukemaan
nukku-vat -> nukkumassa
nukkumasta
nukkumaan
pelaa-vat-> pelaamassa
pelaamasta
pelaamaan

Adessive and abessive

Ma-infinitive can also be in the adessive or abessive case.

Adessive case with the ma-infinitive answers the question how?, and it can be translated "by doing something".

Harjoittelemalla oppii.
You learn by practising.
Osallistumalla voit voittaa.
You can win by participating.

Abessive case means without.

Istu siinä puhumatta.
Sit there without speaking.
Minun pitää olla syömättä ja juomatta.
I must be without eating or drinking.

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