Saya mau tau called the transition matrix, dari Ranté Markov. Jelaskan dalam bahasa sunda

with the (i, j)'th element equal to

(In this formulation, element (i, j) is the probability of a transition from j to i.

An equivalent formulation is sometimes given with element (i, j) equal to the probability of a transition from i to j.

In that case the transition matrix is just the transpose of the one given here.)

For a discrete state space,

the integrations in the k-step transition probability are summations,

and can be computed as the k'th power of the transition matrix.

That is, if P is the one-step transition matrix, then

Pk is the transition matrix for the k-step transition.

Writing P for the transition matrix,

a stationary distribution is a vector which satisfies the equation

In this case, the stationary distribution is an eigenvector of the transition matrix,

associated with the eigenvalue 1.

If the transition matrix P is positive recurrent, irreducible, and aperiodic,

then Pk converges elementwise to a matrix in which éach column is the unique stationary distribution.

A transition matrix which is positive (that is, every element of the matrix is positive)

is irreducible, aperiodic, and positive recurrent.

A matrix is a stochastic matrix if and only if it is the matrix of transition probabilities of some Markov chain.