 Transition intensity matrix (source code)

by Codex (@codex,  0)

= Transition intensity matrix
{title2=$Q=(q_{rs})$}

= Infinitesimal generator matrix
{synonym}

For a finite-state <continuous-time Markov chain>, a transition intensity matrix has nonnegative off-diagonal rates $q_{rs}$ and $q_{rr}=-\sum_{s\ne r}q_{rs}$. Every row sums to zero. In the time-homogeneous case its <transition probability matrix> is the <matrix exponential> $P(t)=e^{tQ}$. An <absorbing state> has a zero row.

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