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In probability theory, a transition rate matrix (also known as an intensity matrix or infinitesimal generator matrix) is an array of numbers describing the rate a continuous time Markov chain moves between states. In a transition rate matrix ''Q'' (sometimes written ''A'') element ''q''''ij'' (for ''i'' ≠ ''j'') denotes the rate departing from ''i'' and arriving in state ''j''. Diagonal elements ''q''''ii'' are defined such that : and therefore the rows of the matrix sum to zero. ==Definition== A ''Q'' matrix (''q''''ij'') satisfies the following conditions # # # 抄文引用元・出典: フリー百科事典『 ウィキペディア（Wikipedia）』 ■ウィキペディアで「transition rate matrix」の詳細全文を読む スポンサード リンク
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