Abstract: Filling the unknowns inside the transition matrix . A right stochastic matrix is made from two probability vectors positioned one over the other. Inside the matrices, these probability vectors are viewed independently of each other. (A) Known transitions from a sunny day to a sunny day (P[S|S] = 0.9) and from a rainy day to a rainy day (P[R|R] = 0.5). (B) Known transitions from a sunny day to a rainy day (P[S|R] = 0.2) and from a rainy day to a sunny day (P[R|S] = 0.4). (C) Known transitions from a sunny day to a sunny day (P[S|S] = 0.2) and from a rainy day to a sunny day (P[R|S] = 0.3). References Paul A. Gagniuc. Markov chains: from theory to implementation and experimentation . Hoboken, NJ, John Wiley & Sons, USA, 2017, pp. 1-235.
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