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Preferred term

stochastic matrix  

Definition

  • 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)

Entry terms

  • Markov matrix
  • probability matrix
  • substitution matrix

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URI

http://data.loterre.fr/ark:/67375/PSR-QLX55BKX-N

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