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right stochastic matrix

Noun

Meaning

right stochastic matrix (plural right stochastic matrices)

(mathematics, stochastic processes) A square matrix whose rows consist of nonnegative real numbers, with each row summing to



1


{\displaystyle 1}

. Used to describe the transitions of a Markov chain; its element in the



i


{\displaystyle i}

'th row and



j


{\displaystyle j}

'th column describes the probability of moving from state



i


{\displaystyle i}

to state



j


{\displaystyle j}

in one time step.

Source: en.wiktionary.org

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