Stochastic Matrix
A Stochastic matrix is the transition matrix for a finite Markov Chain, also called a Markov Matrix. Elements of the matrix must be Real Numbers in the Closed Interval [0, 1].
A completely independent type of stochastic matrix is defined as a Square Matrix with entries in a Field 
suchthat the sum of elements in each column equals 1. There are two nonsingular 
StochasticMatrices over 
(i.e., the integers mod 2),
There are six nonsingular stochastic
Matrices over 
,
In fact, the set
of all nonsingular stochastic 
matrices over a Field forms a Groupunder Matrix Multiplication. This Group is called the Stochastic Group.See also Markov Chain, Stochastic Group
References
Poole, D. G. ``The Stochastic Group.'' Amer. Math. Monthly 102, 798-801, 1995.
- Heesch's Problem
- Height
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- Heine-Borel Theorem
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- Helmholtz Differential Equation
- Helmholtz Differential Equation--Bipolar Coordinates
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- Helmholtz Differential Equation--Circular Cylindrical Coordinates
- Helmholtz Differential Equation--Confocal Ellipsoidal Coordinates
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- Helmholtz Differential Equation--Conical Coordinates
- Helmholtz Differential Equation--Elliptic Cylindrical Coordinates
- Helmholtz Differential Equation--Oblate Spheroidal Coordinates
- Helmholtz Differential Equation--Parabolic Coordinates
- Helmholtz Differential Equation--Parabolic Cylindrical Coordinates
- Helmholtz Differential Equation Polar Coordinates