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Transition matrix | Topic profile

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Topic "Transition matrix" was discussed 54 times on 12 sites in last 3 months

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Exponential of (Markov Chain) Transition matrix

Started 1 month, 1 week ago (2009-10-06 12:59:00) by NewStudent200

Hi, I have a (markov chain) transition matrix X which I understand. In particular each row of this matrix sums to 1. I have used this transition matrix to construct it's generator, Y. I.e. Y is the continuously compounded transition matrix, X = exp(Y) X*X = exp(2Y), etc both X and Y are matrices. I am told that the sums of Y must sum to...

Source: Physics Help and Math Help - Physics Forums

Forum: Linear & Abstract Algebra

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Re: Exponential of (Markov Chain) Transition matrix

Started 1 month, 1 week ago (2009-10-08 08:10:00) by g_edgar

Originally Posted by NewStudent200 Cool. Thanks a lot! Thinking about matrices a little further. How does one raise a matrix to a decimal power. I know that in the case of an integer power: X^n = S.M^n.S^-1 where S is the ...

Source: Physics Help and Math Help - Physics Forums

Forum: Linear & Abstract Algebra

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RE: Pr{D2 = 3} = ? Pr{D2 = 3|D1 = d1}Pr{D1 = d1} (d1 = 3, 4, 5, 6) and...

Started 1 month, 3 weeks ago (2009-09-21 05:30:00) by BGM

Pr{D2 = 3} = ∑ Pr{D2 = 3|D1 = d1}Pr{D1 = d1} (d1 = 3, 4, 5, 6) and note Pr{D2 = 3|D1 = d1} = 1/d1 since the throw of the 2nd die can be considered as a markov chain with the following transition matrix: (suppose d1 = 3) 1 2 3 4 5 6 1[ 1 0 0 0 0 0 ] 2[ 0 1 0 0 0 0 ] 3[ 0 0 1 0 0 0 ] 4[1/6 1/6 1/6 1/6 1/6 1/6] 5[1/6 1/6 1/6...

Source: Statistics Help - Talk Stats Forums

Forum: Probability

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