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Hi Everyone Basically, probability state transition matrix shows the probability of cha...


   Hi Everyone Basically, probability state transition matrix shows the probability of cha...


  salmanriaz
 2/14/09
 

Hi Everyone

Basically, probability state transition matrix shows the probability of changing of an state to another state. I have probability transition matrix of four states which contains four rows and four columns. e.g.

[0.679, 0.179, 0.129, 0.012; 0.054, 0.921, 0.023, 0.000; 0.104, 0.007, 0.750, 0.139; 0.000, 0.000, 0.778, 0.222]

this matrix is obtained from Markov Chains.

Now, only from this matrix, i want to know that how I can manage to obtain the states of this matrix and how can I estimate the time of changing of states?

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