# Questions tagged [transition-matrix]

A transition matrix is a square matrix used to describe the transitions of a Markov chain.

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### How to interpret clusters on Markov chain time characteristics?

I have a discrete-time Markov chain. The Markov chain is aperiodic (because self-loops exist) and is irreducible. I have found the mean recurrence time (left graph) and then sorted mean recurrence ...
30 views

### Singular state transition probability matrix in David Silver's UCL Lesson 2

I'm studying David Silver's second lesson on reinforcement learning: https://www.youtube.com/watch?v=lfHX2hHRMVQ&list=PLqYmG7hTraZDM-OYHWgPebj2MfCFzFObQ&index=2 and the state transition ...
9 views

### Specifying a multi-state model with unobservable terminal state

Suppose there is a multi-state process with three states, listed below and labelled as terminal/non-terminal and observable/unobservable: Initializing: non-terminal observable Active: non-terminal ...
11 views

### Transition Matrix definition in State Space models using gestural data

I am trying to represent some gestural data (x,y,z from right hand & x,y,z from left hand) I am getting from sensors in a state space form, so as to predict the next x,y,z. Since statistics &...
64 views

### Make sense of plotting a transition matrix

I'm studying statistics and I'm trying to understand markov chain topic. I'm using the package "markovchain" in R to obtain the stationary distribution. From this transition matrix $M$: ...
16 views

### Markov chain transition Matrix for Ion channels in Python

I was working to code for a markov chain transition matrix for potassium channels. Potassium channels conists of 4 gates 1,2,3,4. the potassium ions antransition from 1->2 or 1->1, 2->1,2->2,2->3 etc. ...
118 views

### Measure the distance between two probability transition matrices

I have a probability transition matrix $P$ that contains some values very close to zero. I want to sparsify this matrix by taking the k largest values for each row and setting the others to zero. For ...
41 views

### Long run proportion of transitions in a Markov chain

Let $S$ be a set of states for a Markov chain and let $S^C$ be the remaining states. Explain the identity $$\sum_{i\in S}\sum_{j\in S^C}\pi_iP_{ij}=\sum_{i\in S^C}\sum_{j\in S}\pi_iP_{ij}$$ I know ...
122 views

### Transition probability in Markov chain using a decision tree model

I wish to find a way to calculate the transition probabilities in my Markov chain model. Let's say a customer has three products [A B C] and in this example I wish to know the transition probability ...