transition matrix
nounEtymology From transition + matrix.
1
Mathematics, Sciences 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.
Stochastic processes
- Synonyms
- stochastic matrix, probability matrix, right stochastic matrix
- Related terms
- left stochastic matrix