Dtjytyk

Is there a symmetric-key algorithm which we can use for creating a signature?

Is Manda another name for Saturn (Shani)?

Print a physical multiplication table

What is the purpose or proof behind chain rule?

New passport but visa is in old (lost) passport

"of which" is correct here?

Is it true that good novels will automatically sell themselves on Amazon (and so on) and there is no need for one to waste time promoting?

Simplify an interface for flexibly applying rules to periods of time

Is a party consisting of only a bard, a cleric, and a warlock functional long-term?

Is it insecure to send a password in a `curl` command?

Is there a hypothetical scenario that would make Earth uninhabitable for humans, but not for (the majority of) other animals?

Have the tides ever turned twice on any open problem?

What is the adequate fee for a reveal operation?

Why do newer 737s use two different styles of split winglets?

Did Ender ever learn that he killed Stilson and/or Bonzo?

What is a ^ b and (a & b) << 1?

The meaning of 振り in 無茶振り

Could this Scherzo by Beethoven be considered to be a fugue?

How are passwords stolen from companies if they only store hashes?

Is it ever recommended to use mean/multiple imputation when using tree-based predictive models?

Do I need life insurance if I can cover my own funeral costs?

Fastest way to pop N items from a large dict

World War I as a war of liberals against authoritarians?

As a new Ubuntu desktop 18.04 LTS user, do I need to use ufw for a firewall or is iptables sufficient?

If I have the $Q$ matrix, can I somehow find the $P$ matrix?

How can I calculate the expected number of changes of state of a discrete-time Markov chain?If $P$ is an invertible transition probability matrix, does $P^{-1}[i,j]$ have any interesting meaning?Can a stationary distribution be zero vectorSteady state of a $4 times 4$ transition matrixHow to solve for steady state matrix symbolically?Determine periodicity from transition matrix?Condition for a stochastic matrix to be a second order transition probability matrix of a DTMC.Reduce the mixing time by switching a regular state to an absorbing state in a Markov chainMarkov transition matrix: $lim limits_{nto infty} P^n$ and $lim limits_{nto infty} frac1n sum_{k=1}^n P^k$Limit of a Markov Chain?

0

$begingroup$

I have this $Q$ matrix $$left[begin{array}{rrrr} -6& 1& 2& 3\ 4& -15& 5& 6\ 7& 8& -24& 9\ 10& 11& 12& -33 end{array}right]$$

I was just wonering if there is any way to change the $Q$ matrix to transition $P$ matrix?

probability stochastic-processes markov-chains

share|cite|improve this question

edited Mar 11 at 13:31

Rócherz

2,9762821

asked Mar 11 at 11:43

Abc123Abc123

174

$endgroup$

add a comment | 

0

$begingroup$

I have this $Q$ matrix $$left[begin{array}{rrrr} -6& 1& 2& 3\ 4& -15& 5& 6\ 7& 8& -24& 9\ 10& 11& 12& -33 end{array}right]$$

I was just wonering if there is any way to change the $Q$ matrix to transition $P$ matrix?

probability stochastic-processes markov-chains

share|cite|improve this question

edited Mar 11 at 13:31

Rócherz

2,9762821

asked Mar 11 at 11:43

Abc123Abc123

174

$endgroup$

add a comment | 

$begingroup$

I have this $Q$ matrix $$left[begin{array}{rrrr} -6& 1& 2& 3\ 4& -15& 5& 6\ 7& 8& -24& 9\ 10& 11& 12& -33 end{array}right]$$

I was just wonering if there is any way to change the $Q$ matrix to transition $P$ matrix?

probability stochastic-processes markov-chains

share|cite|improve this question

edited Mar 11 at 13:31

Rócherz

2,9762821

asked Mar 11 at 11:43

Abc123Abc123

174

$endgroup$

share|cite|improve this question

edited Mar 11 at 13:31

Rócherz

2,9762821

asked Mar 11 at 11:43

Abc123Abc123

174

share|cite|improve this question

edited Mar 11 at 13:31

Rócherz

2,9762821

asked Mar 11 at 11:43

Abc123Abc123

174

edited Mar 11 at 13:31

Rócherz

2,9762821

edited Mar 11 at 13:31

Rócherz

2,9762821

asked Mar 11 at 11:43

Abc123Abc123

174

asked Mar 11 at 11:43

Abc123Abc123

174

1 Answer
1

active

oldest

votes

1

$begingroup$

My guess is that by $Q$ matrix you mean the generator of a continuous-time Markov chain
where the transition matrix for time $t$ is the matrix exponential $T(t) = exp(t Q)$ and you want $P = T(1) = exp(Q)$, the transition matrix for a discrete-time Markov chain such that $P^k = T(k)$ for positive integers $k$. There are lots of ways to compute it. See in particular Moler and val Loan, "Nineteen Dubious Ways to Compute the Exponential of a Matrix, Twenty-Five Years Later".

share|cite|improve this answer

answered Mar 11 at 12:16

Robert IsraelRobert Israel

327k23216470

$endgroup$

add a comment | 

Your Answer

StackExchange.ifUsing("editor", function () {
return StackExchange.using("mathjaxEditing", function () {
StackExchange.MarkdownEditor.creationCallbacks.add(function (editor, postfix) {
StackExchange.mathjaxEditing.prepareWmdForMathJax(editor, postfix, [["$", "$"], ["\\(","\\)"]]);
});
});
}, "mathjax-editing");

StackExchange.ready(function() {
var channelOptions = {
tags: "".split(" "),
id: "69"
};
initTagRenderer("".split(" "), "".split(" "), channelOptions);

StackExchange.using("externalEditor", function() {
// Have to fire editor after snippets, if snippets enabled
if (StackExchange.settings.snippets.snippetsEnabled) {
StackExchange.using("snippets", function() {
createEditor();
});
}
else {
createEditor();
}
});

function createEditor() {
StackExchange.prepareEditor({
heartbeatType: 'answer',
autoActivateHeartbeat: false,
convertImagesToLinks: true,
noModals: true,
showLowRepImageUploadWarning: true,
reputationToPostImages: 10,
bindNavPrevention: true,
postfix: "",
imageUploader: {
brandingHtml: "Powered by u003ca class="icon-imgur-white" href="https://imgur.com/"u003eu003c/au003e",
contentPolicyHtml: "User contributions licensed under u003ca href="https://creativecommons.org/licenses/by-sa/3.0/"u003ecc by-sa 3.0 with attribution requiredu003c/au003e u003ca href="https://stackoverflow.com/legal/content-policy"u003e(content policy)u003c/au003e",
allowUrls: true
},
noCode: true, onDemand: true,
discardSelector: ".discard-answer"
,immediatelyShowMarkdownHelp:true
});


}
});

draft saved

draft discarded

Sign up or log in

StackExchange.ready(function () {
StackExchange.helpers.onClickDraftSave('#login-link');
});

Sign up using Google

Sign up using Facebook

Sign up using Email and Password

Post as a guest

Name

Email

Required, but never shown

StackExchange.ready(
function () {
StackExchange.openid.initPostLogin('.new-post-login', 'https%3a%2f%2fmath.stackexchange.com%2fquestions%2f3143589%2fif-i-have-the-q-matrix-can-i-somehow-find-the-p-matrix%23new-answer', 'question_page');
}
);

Post as a guest

Name

Email

Required, but never shown

1

$begingroup$

My guess is that by $Q$ matrix you mean the generator of a continuous-time Markov chain
where the transition matrix for time $t$ is the matrix exponential $T(t) = exp(t Q)$ and you want $P = T(1) = exp(Q)$, the transition matrix for a discrete-time Markov chain such that $P^k = T(k)$ for positive integers $k$. There are lots of ways to compute it. See in particular Moler and val Loan, "Nineteen Dubious Ways to Compute the Exponential of a Matrix, Twenty-Five Years Later".

share|cite|improve this answer

answered Mar 11 at 12:16

Robert IsraelRobert Israel

327k23216470

$endgroup$

add a comment | 

1

$begingroup$

My guess is that by $Q$ matrix you mean the generator of a continuous-time Markov chain
where the transition matrix for time $t$ is the matrix exponential $T(t) = exp(t Q)$ and you want $P = T(1) = exp(Q)$, the transition matrix for a discrete-time Markov chain such that $P^k = T(k)$ for positive integers $k$. There are lots of ways to compute it. See in particular Moler and val Loan, "Nineteen Dubious Ways to Compute the Exponential of a Matrix, Twenty-Five Years Later".

share|cite|improve this answer

answered Mar 11 at 12:16

Robert IsraelRobert Israel

327k23216470

$endgroup$

add a comment | 

$begingroup$

My guess is that by $Q$ matrix you mean the generator of a continuous-time Markov chain
where the transition matrix for time $t$ is the matrix exponential $T(t) = exp(t Q)$ and you want $P = T(1) = exp(Q)$, the transition matrix for a discrete-time Markov chain such that $P^k = T(k)$ for positive integers $k$. There are lots of ways to compute it. See in particular Moler and val Loan, "Nineteen Dubious Ways to Compute the Exponential of a Matrix, Twenty-Five Years Later".

share|cite|improve this answer

answered Mar 11 at 12:16

Robert IsraelRobert Israel

327k23216470

$endgroup$

share|cite|improve this answer

answered Mar 11 at 12:16

Robert IsraelRobert Israel

327k23216470

answered Mar 11 at 12:16

Robert IsraelRobert Israel

327k23216470

answered Mar 11 at 12:16

Robert IsraelRobert Israel

327k23216470