- #1
NewStudent200
- 5
- 0
Hi,
I have a (markov chain) transition matrix X which I understand. In particular each row of this matrix sums to 1.
I have used this transition matrix to construct it's generator, Y. I.e. Y is the continuously compounded transition matrix,
X = exp(Y)
X*X = exp(2Y), etc
both X and Y are matrices.
I am told that the sums of Y must sum to 0, but I can not see why this should be the case. Is it obvious?
Many Thanks.
I have a (markov chain) transition matrix X which I understand. In particular each row of this matrix sums to 1.
I have used this transition matrix to construct it's generator, Y. I.e. Y is the continuously compounded transition matrix,
X = exp(Y)
X*X = exp(2Y), etc
both X and Y are matrices.
I am told that the sums of Y must sum to 0, but I can not see why this should be the case. Is it obvious?
Many Thanks.