# Questions tagged [transition-matrix]

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

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### stationary distribution of a continuous time markov chain

With a certain rate $R$ balls fall into a box. There is no limit to the number of balls the box can hold, but each ball has a rate $\gamma$ to leave the box and when two balls hit each other they ...
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### Probability of doing a specific Path in a Markov Chain

My problem is the following: I have this graph, representing a Markov Chain: For example, if I am in state 1, the probability of going in state 2 or 4 is $\frac{1}{2}$. So I'm saying that the ...
• 205
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### How to derive transition matrix in this stochastic process?

I am new to stochastic processes and trying to solve a question related to finding a transition matrix of some experiment. The question is a A sequence of experiments is performed, in each of which ...
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### Why doesn’t two ways of calculating stationary distribution result in the same answer?

I use matpow=function(M,n){ ans=M for(i in 1:(n-1)){ ans=ans%*%M } ans } to set the matpow function. then I enter the transition matrix ...
• 45
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### Number of states in HMM

I am testing a HMM model by generating data from a 3x3 transition matrix and 3x4 emission matrix and then trying to train a HMM model against this data with different initializations. When I plot the ...
• 33
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### How to maximize the steady state transition probability for a state in a Markov chain by altering that state's outgoing transition probabilities?

Let's say we have a transition matrix of which can be solved to come up with steady state transition probabilities of Alpha: 34.9% Beta: 24.0% Gamma: 16.9% Delta: 24.2% Now, imagine Alpha, Beta, ...
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