transition matrix

Noun

Meaning

transition matrix (plural transition matrices or transition matrixes)

English Wikipedia has an article on:Stochastic matrixWikipedia
(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.

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