Transitionfunction
Reference work entry
First Online:
DOI: https://doi.org/10.1007/1-4020-0611-X_1060
A function describing the transition probabilities of a Markov process X(t) into a subset A of the state space as p(s, x; t, A) = Pr{X(t) ∈ A|X(s) = x}. Markov chains; Markov processes.
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