meris300@gmail.com science forum beginner
Joined: 28 Nov 2005
Posts: 5

Posted: Thu Jul 20, 2006 8:22 pm Post subject:
Markov transition probabilities with Error correction



Hello,
I am using Markov transition probability matrices in my work.
I saw that one can introduce an error term in the calculation of the
probabilities if we know that the inputs used to compute the probabilty
matrices
have some uncertainty.
I saw in a book that
P (i,j) corrected for the error in the inputs = P (i,j) * (1Error)
for i=j
where Error is a number between 0 and 1 to indicate the above mentioned
uncertainty of tte inputs used to compute the transition probability
matrices P
but this expression is only working with i=j (i.e. only for the
diagonal
elements of the matrix)
can anybody tell me the expression for i different from j
thanks,
olea 
