====== 遷移確率 ======
==== transition probability ====
{{tag>..c01}}
時間//t//1, //t//2, …における量//X//1, //X//2, …がマルコフ過程に従うとする．//X////n//-1が値//i//をとるという条件下で，//Xn//が値//j//をとる確率\[{p_{ij}} = p\left( {{X_n} = j|{X_{n - 1}} = i} \right)\]が遷移確率．ただし\(p\left( {A|B} \right)\)は条件//B//の下で//A//が起こる確率．
~~NOCACHE~~