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Stochastic matrix

Creator
Creator
Seonglae Cho
Created
Created
2024 Oct 22 23:14
Editor
Editor
Seonglae Cho
Edited
Edited
2025 May 26 1:43
Refs
Refs

Transition kernel, Transition Matrix

 
 
 
 
 
Stochastic matrix
In mathematics, a stochastic matrix is a square matrix used to describe the transitions of a Markov chain. Each of its entries is a nonnegative real number representing a probability.[1][2]: 10  It is also called a probability matrix, transition matrix, substitution matrix, or Markov matrix. The stochastic matrix was first developed by Andrey Markov at the beginning of the 20th century, and has found use throughout a wide variety of scientific fields, including probability theory, statistics, mathematical finance and linear algebra, as well as computer science and population genetics. There are several different definitions and types of stochastic matrices:
Stochastic matrix
https://en.wikipedia.org/wiki/Stochastic_matrix
 
 

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Markov ChainGibbs samplingStochastic Process

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Stochastic matrix
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