transition matrix

From transition +‎ matrix.

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 ${\displaystyle 1}$. Used to describe the transitions of a Markov chain; its element in the ${\displaystyle i}$th row and ${\displaystyle j}$th column describes the probability of moving from state ${\displaystyle i}$ to state ${\displaystyle j}$ in one time step.

• stochastic matrix
• probability matrix
• right stochastic matrix

• left stochastic matrix