Concept information
Preferred term
stochastic matrix
Definition
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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. 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.
(Wikipedia, The Free Encyclopedia, https://en.wikipedia.org/wiki/Stochastic_matrix)
Broader concept
Entry terms
- Markov matrix
- probability matrix
- substitution matrix
In other languages
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French
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matrice de Markov
URI
http://data.loterre.fr/ark:/67375/PSR-QLX55BKX-N
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