The matrix of (single-step) transition probabilities of a Markov chain {X n}, Pv = (p ij), where p ij = Pr{X n+1 = j|X n = i} is the conditional probability that the chain moves to state j from state i in one step. Markov chains; Markov processes.
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© 2001 Kluwer Academic Publishers
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Gass, S.I., Harris, C.M. (2001). Transition matrix . 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_1061
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DOI: https://doi.org/10.1007/1-4020-0611-X_1061
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Publisher Name: Springer, New York, NY
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