The conditional probabilities describing the movement from state to state of a Markov process {X t, t ∈ T }. In general, the transition probabilities are written as Pr{X(t) ∈ A|X(s) = x} for times s < t in the time domain T and state x and event A in the state space. For a discrete-time Markov chain (DTMC) {X n,0 ≤ n}, the transition probabilities are Pr{X n+1 = j|X n = i} = p ij, for time n in the time domain and states i and j in the space state. Markov chains; Markov processes.
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© 2001 Kluwer Academic Publishers
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Gass, S.I., Harris, C.M. (2001). Transition probabilities. In: Gass, S.I., Harris, C.M. (eds) Encyclopedia of Operations Research and Management Science. Springer, New York, NY. https://doi.org/10.1007/1-4020-0611-X_1062
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DOI: https://doi.org/10.1007/1-4020-0611-X_1062
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