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单词 transition matrix
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transition matrix
transition matrix n. Mathematics a matrix (matrix n. 7a) which represents or is used to model a transition; spec. one whose entries are the transition probabilities for different pairs of states.
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1928 Proc. Royal Soc. A. 119 693 In the quantum mechanics it [sc. the reversibility of all mechanical processes] is guaranteed by the Hermitian condition..for the transition matrix.
1974 Socio-economic Planning Sci. 8 315/1 (footnote) The procedure involves the extraction of eigenvalues and eigenvectors in order to diagonalize the transition matrix.
2004 T. S. Y. Ho & S. B. Lee Oxf. Guide Financial Modelling xv. 543 We can determine the distribution of the change in bond price by combining the transition matrix and the option adjusted spread.
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