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Transition Matrix


The term "transition matrix" is used in a number of different contexts in mathematics.

In linear algebra, it is sometimes used to mean a change of coordinates matrix.

In the theory of Markov chains, it is used as an alternate name for for a stochastic matrix, i.e., a matrix that describes transitions.

In control theory, a state-transition matrix is a matrix whose product with the initial state vector gives the state vector at a later time.


See also

Change of Coordinates Matrix, Stochastic Matrix

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Cite this as:

Weisstein, Eric W. "Transition Matrix." From MathWorld--A Wolfram Web Resource. https://mathworld.wolfram.com/TransitionMatrix.html

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