transition matrix

English

Etymology

From transition +‎ matrix.

Noun

transition matrix (plural transition matrices or transition matrixes)

1. (mathematics, stochastic processes) 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 $i$th row and $j$th column describes the probability of moving from state $i$ to state $j$ in one time step.

Synonyms

• stochastic matrix
• probability matrix
• right stochastic matrix

Related terms

• left stochastic matrix

Translations

a square matrix

• German: Übergangsmatrix f
• Hebrew: מטריצת מעברים f (matrítzat ma'avarím)