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Probability Vector


A probability vector is a vector pi=(pi_1,...,pi_n) of nonnegative real numbers whose coordinates have sum 1, where n is a positive integer. It specifies a statistical distribution on a finite set, with pi_i the probability of outcome i. The discrete uniform distribution has pi_i=1/n.

For a Markov chain whose transition stochastic matrix A=(a_(ij)) has each row sum 1, a probability vector viewed as a row vector is a stationary distribution when piA=pi. The detailed-balance identities pi_ia_(ij)=pi_ja_(ji) imply this stationarity and define reversibility with respect to pi (Mendel and Naor 2013).


See also

Detailed Balance, Markov Chain, Stationary Distribution, Statistical Distribution, Stochastic Matrix, Vector

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References

Mendel, M. and Naor, A. "Spectral Calculus and Lipschitz Extension for Barycentric Metric Spaces." Anal. Geom. Metric Spaces 1, 163-199, 2013. https://doi.org/10.2478/agms-2013-0003.

Cite this as:

Weisstein, Eric W. "Probability Vector." From MathWorld--A Wolfram Resource. https://mathworld.wolfram.com/ProbabilityVector.html

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