English Explanatory Dictionary

transition matrix

English dictionary entry

Meanings

noun
  1. A square matrix whose rows consist of nonnegative real numbers, with each row summing to 1. Used to describe the transitions of a Markov chain; its element in the ith row and jth column describes the probability of moving from state i to state j in one time step.

Word forms

transition matrix transition matrices transition matrixes

Etymology

From transition + matrix.

Synonyms

stochastic matrix probability matrix right stochastic matrix

Related words

left stochastic matrix
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