Stochastic Matrix
المؤلف:
Poole, D. G.
المصدر:
"The Stochastic Group." Amer. Math. Monthly 102,
الجزء والصفحة:
798-801
18-2-2021
1672
Stochastic Matrix
A stochastic matrix, also called a probability matrix, probability transition matrix, transition matrix, substitution matrix, or Markov matrix, is matrix used to characterize transitions for a finite Markov chain, Elements of the matrix must be real numbers in the closed interval [0, 1].
A completely independent type of stochastic matrix is defined as a square matrix with entries in a field 
such that the sum of elements in each column equals 1. There are two nonsingular 
stochastic matrices over 
(i.e., the integers mod 2),
There are six nonsingular stochastic 
matrices over 
,
In fact, the set 
of all nonsingular stochastic 
matrices over a field 
forms a group under matrix multiplication. This group is called the stochastic group.
The following tables give the number of distinct stochastic matrices (and distinct nonsingular stochastic matrices) over 
for small 
.
 |
stochastic  matrices over  |
| 2 |
1, 4, 64, 4096, ... |
| 3 |
1, 9, 729, ... |
| 4 |
1, 16, 4096, ... |
 |
stochastic nonsingular  matrices over  |
| 2 |
1, 2, 24, 1440, ... |
| 3 |
1, 6, 450, ... |
| 4 |
1, 12, 3108, ... |
REFERENCES:
Poole, D. G. "The Stochastic Group." Amer. Math. Monthly 102, 798-801, 1995.
الاكثر قراءة في الاحتمالات و الاحصاء
اخر الاخبار
اخبار العتبة العباسية المقدسة
