stochastic matrix


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stochastic matrix

[stō′kas·tik ′mā·triks]
(mathematics)
A square matrix with nonnegative real entries such that the sum of the entries of each row is equal to 1.
References in periodicals archive ?
Based on the properties of stochastic matrix and Gershgorin disk theorem, except for one eigenvalue [lambda] = 1, all the other eigenvalues satisfy [absolute value of [lambda]] < 1.
or -]] is a stochastic matrix if p [greater than or equal to] 1 and [[([+ or -]b) - 1]/p] [member of] Z.
These data served as a basis for the population of the stochastic matrix of transition probabilities for bulk terminal behaviour (see matrix (6)).
i,j=1,2,3], where [GAMMA] is row stochastic, into a new stochastic matrix.
H] the |A| x |A| [|H| x |H|] stochastic matrix which is implied by the transition probabilities defined above.
In [6], the authors present an algorithm for uncoupling a stochastic matrix that relies on the singular value decomposition of that matrix, rather than the spectral decomposition.
Do this for all entries of C and turn the result into the (6 x 6) stochastic matrix A", i.
Instead of clustering around the Perron-Frobenius eigenvalue, the reducing eigenvalues of a block stochastic matrix is separated by a large distance to the origin in the complex plane; see Figure 5.
Let p be a positive integer and B an irreducible column stochastic matrix with spectral decomposition
Given a stochastic matrix B representing some states of a biomolecule, but including some noise due to measurements, find a permutation P so that [P.

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