Markov Chains
Math · Advanced · Lesson 2 of 8

Transition Matrices

Many steps at once

An interactive lesson with 6 steps, about 5 minutes: you predict, drag and solve, with instant feedback on every answer. It runs in your browser and needs JavaScript.

What you’ll learn

  • The transition matrix P has rows summing to 1.
  • Tomorrow’s probabilities are xP; n days ahead, xPⁿ.
  • Entries of Pⁿ add up all n-step paths.

Steps

  1. The chain as a matrix
  2. Two days ahead
  3. Forgetting the start
  4. Tune the rain
  5. Rows and columns
  6. Mixed start