stochastic matrix

English - English

Definition of stochastic matrix in English English dictionary

A matrix having the property that the entries in each column are non-negative, real and sum to 1

Related Terms

right stochastic matrix

a square matrix whose rows consist of nonnegative real numbers, with each row summing to 1. Used to describe the transitions of a Markov chain; its element in the i'th row and j'th column describes the probability of moving from state i to state j in one time step

Hyphenation

sto·chas·tic ma·trix