Transition Matrix Markov chain:Xo,X1,X2,... Pr[X+1=y Xo=o,...,Xt-1=t-1,Xt=] =PrX+1=y|X&=四=P ）=Pcy (time-homogenous) P y∈D 。 x∈2 stochastic matrix P1=1Transition Matrix Pr[Xt+1 = y | X0 = x0,...,Xt￾1 = xt￾1, Xt = x] = Pr[Xt+1 = y | Xt = x] Markov chain: X0, X1, X2,... = P(t) xy = Pxy P ￾ ￾ y 2 ⌦ x 2 ⌦ Pxy (time-homogenous) stochastic matrix P1 = 1