Transition Matrix

Discussion in 'CT4' started by Debjit Das Gupta, Sep 13, 2014.

  1. What is 'X1(bar)', 'Pij(n,m)', 'pij(n.m)', 'P', 'p', 'q' according to the transition matrix?

    I'm not very familiar with how to write in subscripts or superscripts.

    Also, the difference between 'Pij' and 'pij'
     
    Last edited by a moderator: Sep 13, 2014
  2. Hemant Rupani

    Hemant Rupani Senior Member

    \( \underline{X_1} \) is a row vector after first transition.
    \( \require{enclose}P_{ij}^{(n,m)} \) where did you get that notation from?
    \( \require{enclose}p_{ij}^{(n,m)} \) is the probability of being in state j at time m that was being in state I at time n.
    P is the notation for transition matrix.
    p is transition probability(rather \( p_{ij} \) )
    \( q_k \) is initial probability distribution or initial row vector.
     
    Last edited: Sep 13, 2014
  3. X1(bar) is which row?

    I know that. Which element is it? I'm kinda confused.


    Which row vector?

    Also, I wanted to know the difference between Pij and pij.
     
  4. Hemant Rupani

    Hemant Rupani Senior Member

    1) If you multiply q with P then you get so.
    2) is the probabilities in matrix.
    3) I meant initial proportion of States.
    I didn't get \(P_{ij} \)
     
  5. What's q? How is it different from qk?
     
  6. I understood what pij^(n,m) means. What is pij then?
     
    Last edited by a moderator: Sep 13, 2014
  7. Hemant Rupani

    Hemant Rupani Senior Member

    \( p_{ij} \) is the probability to get to state j from i.
    It is in matrix P placed at \( i^{th} row & j^{th} column \)
     
    Last edited: Sep 13, 2014
  8. Hemant Rupani

    Hemant Rupani Senior Member

    \( q_k \) is initial probability for being in state k.
     
  9. In how many steps?
     
  10. Where is it in the matrix?
     
  11. Hemant Rupani

    Hemant Rupani Senior Member

    \( P= \pmatrix{ p_{11} & p_{12} \\ p_{21} & p_{22} } \)

    \( p_{12} \) is present in first row &2nd column ...
     
  12. Hemant Rupani

    Hemant Rupani Senior Member

    \( q_k \) is not in matrix......

    It's initial distribution

    For example,
    If a group of persons has distribution as
    State A=20%
    State B=40%
    State C=40%
    Then
    \( q_k = \pmatrix{ q_A=.2 & q_B=.4 & q_C=.4 } \)
     
    Last edited: Sep 14, 2014

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