Definition of Markov Transition Matrix

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A Markov transition matrix is a square matrix describing the probabilities of moving from one state to another in a dynamic system. In each row are the probabilities of moving from the state represented by that row, to the other states. Thus the rows of a Markov transition matrix each add to one. Sometimes such a matrix is denoted something like Q(x' | x) which can be understood this way: that Q is a matrix, x is the existing state, x' is a possible future state, and for any x and x' in the model, the probability of going to x' given that the existing state is x, are in Q.

Terms Related to Markov Transition Matrix

  • Markov Process
  • Markov Strategy
  • Markov's Inequality

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Moffatt, Mike. "Definition of Markov Transition Matrix." ThoughtCo, Mar. 28, 2017, Moffatt, Mike. (2017, March 28). Definition of Markov Transition Matrix. Retrieved from Moffatt, Mike. "Definition of Markov Transition Matrix." ThoughtCo. (accessed January 17, 2018).