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MATRICE STOCHASTIQUE [1 record]

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Alphabetical list of terms

Record 1 2002-03-05

English

Subject field(s)
  • Probability (Statistics)
DEF

A matrix of transition probabilities in stochastic processes, the matrix being called stochastic if the sum of the entries in each row is equal to 1.

OBS

stochastic matrix: generally refers to any matrix of stochastic elements. The term is deprecated in KESTA for the sense given above.

French

Domaine(s)
  • Probabilités (Statistique)
DEF

Tableau carré des probabilités p(ij) de passage d'un état Ei à un état Ej [...]. La somme des éléments dans chaque ligne est égale à l'unité.

Spanish

Campo(s) temático(s)
  • Probabilidad (Estadística)
OBS

Matriz muy empleada, por ejemplo, en la simulación, modelación y en la teoría de la comunicación, en la que cada hilera es una distribución probable, es decir, cada elemento se halla entre 0 y 1, y la suma de los elementos de cada hilera es una unidad.

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