Prozessmatrix 2026

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Eine stochastische Matrix ist also dadurch charakterisiert, da sie ausschlielich nichtnegative Elemente enthlt und alle Zeilensummen den Wert 1 ergeben. Addieren sich zustzlich die Elemente in jeder Spalte von P zu 1, so heit P auch doppelt stochastisch.
Die Eintrge einer bergangsmatrix geben die Wahrscheinlichkeiten eines bergangs von einem Zustand zu einem anderen Zustand an. Die Zeilen und Spalten der bergangsmatrix werden beschriftet, die Spalten geben den Ausgangszustand an und die Zeilen den Zustand nach dem bergang.
In der Mathematik, besonders der Wahrscheinlichkeitstheorie und Statistik, dient eine bergangsmatrix (auch Prozessmatrix oder stochastische Matrix) dazu, die bergangswahrscheinlichkeiten von (diskreten und kontinuierlichen) Markow-Ketten auszudrcken. Dadurch lassen sich knftige Entwicklungen vorausberechnen.

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