Scribd
Upload
7 views

Trans Matrix

this is about transitional matrix

Uploaded by

gehijo3297
Copyright
© © All Rights Reserved
Available Formats
Download as TXT, PDF, TXT or read online on Scribd
7 views

Trans Matrix

this is about transitional matrix

Uploaded by

gehijo3297
Copyright
© © All Rights Reserved
Available Formats
Download as TXT, PDF, TXT or read online on Scribd
You are on page 1/ 4

Transition matrices are mathematical tools used primarily in the study of Markov

chains and other stochastic processes. They describe the probabilities of moving
from one state to another in a system over discrete time steps. Here's a more
detailed breakdown:

Markov Chains
A Markov chain is a type of stochastic process where the future state of the system
depends only on the current state and not on the sequence of events that preceded
it. Transition matrices are used to represent these probabilities.

Structure

𝑝
Matrix Format: A transition matrix is typically a square matrix where each element

𝑖
𝑗
p
ij

𝑖
represents the probability of transitioning from state

𝑗
i to state

j.

𝑃
=

𝑝
(

𝑝
11

12

𝑝
⋯

𝑛
1

𝑝
21

22

𝑝
⋯

𝑛
2

⋱
⋮

𝑝
⋮

𝑝
1

𝑛
2

𝑝
⋯

𝑛
𝑛
)
P=
p
11

p
21

⋮
p
n1

p
12

p
22

⋮
p
n2

⋱
⋯

p
1n

p
2n

⋮
p
nn

𝑝
Probabilities: Each element

𝑖
𝑗
p
ij

is a non-negative number between 0 and 1, and each row of the matrix sums to 1.
This ensures that the matrix represents valid probability distributions.

Usage
Predicting Future States: By multiplying the current state vector (a row vector) by
the transition matrix, you can predict the distribution of states at the next time
step.

Long-Term Behavior: Transition matrices can be used to study the long-term behavior
of the Markov chain, including steady-state probabilities and long-term averages.

Dynamic Systems: They are also applied in various fields beyond Markov chains, such
as economics, genetics, and computer science, where systems evolve
probabilistically over time.

Example
Imagine a simple weather model with two states: Sunny (S) and Rainy (R). The
transition matrix might look like this:

𝑃
=
(
0.8
0.2
0.4
0.6
)
P=(
0.8
0.4

0.2
0.6

)
Here:

𝑝
11
=
0.8
p
11

𝑝
=0.8 represents the probability of it being Sunny tomorrow if it is Sunny today.

12
=
0.2
p
12

𝑝
=0.2 represents the probability of it being Rainy tomorrow if it is Sunny today.

21
=
0.4
p
21

𝑝
=0.4 represents the probability of it being Sunny tomorrow if it is Rainy today.

22
=
0.6
p
22

=0.6 represents the probability of it being Rainy tomorrow if it is Rainy today.


With this matrix, you can analyze how the weather is likely to evolve over time.

You might also like