In my math stats module, we are looking at stochastic processes. I am struggling with the Markov Processes chapter, specifically the section deriving Kolmogorov's forward and backward differential equations. In our notes, the matrix of time-t transition probabilities is written as P(t) = $\lfloor$pij(t)$\rfloor$. Where pij(t) is the probability of moving from state i to j in time t. Doesn't this mean that all of the values in the matrix will be 1 and 0? If so, why?
2026-04-04 09:46:30.1775295990
Floor function in t-time transition matrix (Markov Process)
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