Transition-Probability Matrix
Requirements of transition-probability matrix
- all probabilities non-negative, and no greater than unity
- sum of each row is unity
- probability of staying in present state may be non-zero
If in state 1, will move to state 3 with probability 0.4
If in state 1, will stay in state 1 with probability 0.1
Never go to state 3 from state 2